I don't doubt your story on the 3 deer but it does sound strange. I'm just wondering if you did hit shoulder or just leg. Did you shoot that load on paper at those cold temps? How far were the shots? Did the animals show any sign of bedding down? Did you go right after them?A lot of questions to sove your delima. I would think that if a deer was hit in the shoulder and bullet did not penetrate into the vitals, if not pushed will want to bed down and take care of its wound - allowing a hunter to sneak in later and finish it. Or at least give it time to stop bleeding and escape.
Stories like this is the reason I do not aim for the shoulder. I always shoot just behind it. There is a lot less bone to go through (a rib on each side at worst) and the vitals will be hit giving a quick kill. There will also be less meat damage.
But anyway - congrats on your deer.