I'm thinking perhaps you hit the leg below the shoulder causing a more superficial wound that bled initially but then clotted.
Sept. 12, 2006.....I'll never forget it. I shot at and clipped a good buck. I watched him leave my set with his right front leg held high like it was broken I would have sworn I smoked him.
I searched until 3:30AM with my son and a friend.....and looked the next day and the next in the pouring rain. Nothing.
The night he was clipped.....he made a big circle and we could follow a sparse blood trail until it ran out. Then....nothing.
I saw this deer that same year.....day after Thanksgiving.......looking no worse for wear. I killed this same deer last year as a 4.5yr old. He's on the wall, now.
I hope yours has a similar ending. Keep your head up.