It sounds like you never got a pass through. And in some cases, when you only poke one hole in them, no blood comes out until that body cavity fills with blood. Although a shoulder shot like that is usually a good shot.
I have NEVER killed a deer with a sabot. So I do not know what to tell you. But if I had to go hunting with a sabot, it would be a Barnes MZ Expander 250 grain or the new Speer Deep Curl 300 grain. Or the Lehigh. I have a few of them left around the house, and my Genesis loves those things..
As silly as this is for a man that owns numerous inline rifles, I usually end up hunting with a roundball of a conical bullet. I guess old habits are hard to break, and I trust them to do the job.