Like others said. If you hunt.....it's gonna happen. Does the firearm have a scope? If it does, check the rings too. Besides that, you are doing what you are supposed to by going back to the range and clearing up the matter.
I know that a miss can be frustrating, but I would rather miss totally than make a bad hit and wound one and never find it. Like the Ol' saying goes " A MISS IS AS GOOD AS A MILE."