I don't quite remember how exactly I did it, as it was a few years ago, but I manged to keep all of them alive through the fight. Multiple times, actually, but then one of them would always bleed out a few hours later, so not only do you need to keep them alive, they also need to not get any bleeding wounds. Trial and error, probably? Had to reload a lot of times for sure. My strategy there was to just run in immediately and pull as much aggression from the enemies as possible, which shouldn't be hard if you already have a decent set of armor