I think that maybe the problem is that nn.LSTM and nn.Linear are not traced.
From the docs:

To be able to save a module, it must not make any calls to native python functions. This means that all submodules must be subclasses of ScriptModules as well.

So you have to trace the inner modules as done in the example documentation for Conv2D
import torch
import torch.nn as nn
import torch.nn.functional as F
from torch.jit import ScriptModule, script_method, trace

class MyScriptModule(ScriptModule):
    def __init__(self):
        super(MyScriptModule, self).__init__()
        # trace produces a ScriptModule's conv1 and conv2
        self.conv1 = trace(nn.Conv2d(1, 20, 5), torch.rand(1, 1, 16, 16))
        self.conv2 = trace(nn.Conv2d(20, 20, 5), torch.rand(1, 20, 16, 16))

    @script_method
    def forward(self, input):
      input = F.relu(self.conv1(input))
      input = F.relu(self.conv2(input))
      return input