Deification's last ability will apply to a planeswalker dealt combat damage in the same combat damage step that its controller's last creature is destroyed.

A planeswalker with hexproof may still be attacked.

Deification's last ability doesn't prevent damage. All damage is still dealt to the affected planeswalkers, and any additional effects of that damage will still happen. For example, if a 3/3 creature with lifelink attacks an affected planeswalker with two loyalty counters on it, 3 damage will be dealt, causing the controller of the creature to gain 3 life and one loyalty counter to be removed from the planeswalker.