MtG Arena - Dina and lifelink
I believe your confusion is around triggered abilities and the stack.
In your scenario all combat damage is assigned and resolved, and state based actions are handled first.  (i.e. life totals are checked).
If you survive, then all triggers are placed on the stack.
But you didn't survive combat, so Dina's triggered ability did not get on the stack.
Bottom line, you have to survive combat damage in order for Dina's triggered ability to get placed on the stack.