Trivia: According to the DVD commentary, the entire budget for Underworld was the same as the highway chase scene in The Matrix Reloaded.
Trivia: The plot was supposedly loosely based on Shakespeare's "Romeo and Juliet."
Trivia: Kate Beckinsale plays a vampire and Michael Sheen plays a werewolf, both eternally warring in the film. Kate Beckinsale and Michael Sheen were formerly romantically involved, and in fact they have a daughter from their long-time romance.
Answer: Lucian does not die instantly after being shot by the silver nitrate bullet. This also is after he injects himself with Michael's blood. With that said there was a scene where Raze comes back with Amelia's blood (she is an elder). He checks on Lucian while dropping the bag of blood right mext to Lucian. I am absolutely certain he noticed this bag, injected himself with elder blood before he crawled out to stab craven in the leg. Lucian will be back and this was part of the story. When he comes back, they will show the audience in a flashback of Lucian injecting himself.