I will attest that Thorns does not work on them, as they are not targetable or killable by anything we fight. Likely gonna bet that LoH doesn't either, given it doesn't work on ANY pet (for healing the owner anyways). Couldn't say on the bleed front.
I'm pretty sure they can't tank. They're very useful companions because of the way they grab gold(and also increase it!), but nothing much. LL, LoH, Thorns don't works. Although Damage Reflex do! I thing Bat Companion is the best, it gives you damage + hatred generation, which is awesome.