Hard to say........
Guess it depends on what you call "not acting normal".
I say its definately worth looking in the morning.
I shot one last year. Same thing ,showed no sign of being hit. Got down and found no blood what so ever. I couldnt believe I had missed. Continued to look where he enterd the woods. After about 30 yards I began to find drops of blood. Went on less than 50 yards and ther he lay dead.