I have been there and done that.

I hated to have to admit it, but mine was simply poor shot placement.

A well-placed shot will kill the animal every time.

SW Iowa Hunter is right on the money. There will be another. I guess the important thing is to learn from the experience.

One thing that you reported that I am not clear about:

"but I find hair on the blades and blood on the vanes."

Was there blood covering the entire shaft also? That blood and the color is of course, also part of the equation. If the arrow hit a leg bone, and the deer pulled it out, he may have momentarily paused and bled on the vanes. It may not have been a pass through??? Just trying to help figure out what happened...