I got shot with a 12 guage slug in the back on opening day this year. It knocked me to the ground and I rolled in dirt and leaves and it didn't stop bleeding or anything else. That's a true story, but I do know deer will lay down in mud, water, or leaves after being wounded but I don't know for sure if that's an instinctive thing to try and help the wound or they just lay down where they feel safe.