Most of this issue is covered in MCPE-39853, but it was closed as Cannot Reproduce because it hasn't been updated in a long time.

Steps to Reproduce:

1. Enable Immediate Respawn (otherwise MCPE-161374 will occur)
2. Place repeat command block that applies health boost effect to yourself
3. Kill yourself
4. Repeat step 3 until a glitch occurs
5. If you feel a glitch occur, drop into the void and see if you die

Expected Results:
You died properly

Observed Results:
You don't take damage at all (in this case, health doesn't increase even if the health boost effect is applied)

Notes:
The only way to die invulnerable is to use /kill. Note that if you die in this state and try to respawn, you will get stuck on the death screen (this may be similar to MCPE-161374).

Video(from MCPE-166360):
https://youtu.be/8ZUYdIZIrtk