This is more of a "wondering how the game works" and less of a "help me fix my game" thing, as I realize replacers should be installed on a new game, even if they do work mid-game.
It's just weird; not a single Mjoll replacer that I have tried works, but other NPC, Housecarl, Follower, etc replacer does. The Pandorable series, the Glam series, the Milfactory series, plus replacers for mod-added followers like Mirai and Vilja. Even if I have confirmed that the Mjoll replacer du jour is winning all overwrites, or if I disable everything that could possibly conflict, or put it all the way at the bottom of my list. Console commands? Tried 'em. kill/markfordelete/player.placeatme? disable/enable? setnpcweight? No joy.
So I'm left to wonder if she's treated differently by the game somehow. She's kind of unique in that she's got a follower of her own. I wonder if that matters.... another excuse to snuff that little toady out.