There are so many different things that could have happened. Unless you find the deer you'll never know. This scenario happens to ALL bowhunters sooner or later - it won't be the last time, probably.
That said, I'm not a fan of mechanicals and we don't permit them for deer on the ranch I manage. Anything mechanical, by definition, is prone to failure. If they hit a good spot and deploy properly they're terrific; if they don't, they're an abject failure. I've never had a fixed blade fail to open, lol! And, I've had far more problems with penetration with mechanicals than fixed blades. I may get 10 good penetrations before I get a bad one (when I don't feel I should) with mechanicals. Whereas with fixed blades I may get a surprise one time out of 20-30. I'd rather play the odds. As long as your bow is perfectly paper tuned and your arrows properly spined, you should be able to shoot fixed blades with as much accuracy as a mechanical - out to 40 yards, at least. For me, anything further on a whitetail is unethical because they're just too quick and there's too much chance that the kill zone will be somewhere else other than the aim point when the arrow was released. It doesn't matter how accurate you are if the target moves while the arrow is in flight.
My personal views and experience not withstanding, I wouldn't run from Rage over one single bad incident. Especially since you don't, actually, know what happened when it hit. If it happens again, maybe. However, confidence is everything; so, if you've lost confidence in the broadhead, it's time to change - just to reestablish your confidence level.
Sorry to hear about the lost deer. Pick yourself up and get back out there! Good luck this season!