The osmosis shock alone will kill most everything, both good and bad. A lot of reefers don't bother to set their PH or temp, which is a big mistake. Even if they have dipped a dozen colonies that way, sooner or later they will dip a colony that will reacte negatively as a result. Play it safe and match the PH and temp with or without the Lugols. Allow it to sit for a couple minutes, then invert the rock and shake it clockwise and counterclockwise as fast as you can for 30 seconds or so. Then place it back into your tank with your actinics running only for the rest of the day.
Trust me, if you found 1 nudi, you have many more which you haven't seen. I would order the Lugols online at any one of the many online stores or ask your LFS to start stocking it.
Also, read the sticky above, "Zoanthid Information Draft" for a list of predators to watch for.
When you say they are dying, please describe in detail what you mean. Are the shrinking until the disappear or are eaten? Are they shreading or flaking? Are they detaching and blowing away in the current? If there a blackish, whitish or opaque coloration covering each polyp? Remove the colony and do the sniff test, does it have a foul odor? If you are not sure, remove a healthy colony and then smell the sick colonies again, you'll smell the difference right away. What fish do you have? Any inverts? What's your tank temp, and all your parameters for that matter? You've lost 4 colonies in how many days to be exact? There are a dozen more questions I could ask, but all are important to diagnose the culprit. Just throwing out as much as I can to help you. A pic would also help. Hang in there my friend, good luck.
Mucho