Surely it would be possible to create encoding resistant stenography. Will the stenography be affected, sure, but it should be possible to create error-resistant stenography up to a certain point.
Stenography: encode information such that it is below the human detection threshold.
Lossy compression: discard all sub-threshold information.
Thus, in the general case it's fundamentally impossible. You can make a scheme that will survive certain known encoders and bitrates, but you can't make one that will survive all lossy compression.
