Can Nalissa's units be targeted while she's in bat form? Say, by a Zephyr Bow?
Trent Y. is correct - here's what the abilities state:
"Bat Form: Until your next turn, your hero cannot be attacked and your hero's weapon cannot be defended against."
Zephyr Box "attach to target unit. The attached unit gains [exhaust]: Deal 1 damage to target unit or hero."
Nalissa's ability only states she can't be attacked. since individual units can't be attacked, only heroes (page 20 - declaring attackers) no one can attack her this turn. This does not prevent things like Zephyr Bow from targeting Nalissa or any of her units because you only need to exhaust the attached unit to deal the 1 point of damage, not declare them an attacker.
Hero abilities like Thedric Egen's "Arm the Catapults" works the same way. He can't attack Nalissa with his weapon this turn, but he could still use this ability and target Nalissa or any of her units to deal the damage from this ability.