I landed a Lux "E" on a Veigar... then proceed to walk forward and stun him in place with a "Q", immediately followed by my Ultimate, dead center. Veigar takes zero damage from the ult. Sounds like this isn't the first time this has happened to a Lux playing a Veigar on this discussion board.
Looks at match history
You mean the Veigar with a 
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Hey man I believe you are right ! The same thing happened to me , except I was teemo. Enemy lux landed a E, followed with Q to stun and immediately ulted me after, but I took ZERO DAMAGE. walked away like nothing happened . The player had elementalist lux skin and it was on the White version of it. I hope this helps.
