No. There are algorithms out there that can survive compression[1] by encoding statistically over an image instead of just bit manipulation.
You can also embed data in the audio channel by alternating between two imperceptible echo kernels for 1/0[2]. This is extremely compression resistant.
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.