Deer can make some interesting sounds.

As for covering itself my guess would be it kicked around and buried itself, then maybe wind piled some more on it. I've seen them kick allot of junk up onto themselves, so if there was enough leaves on the ground it could happed. They'll definitely crawl into blown down trees, or super thick brush as well. I walked passed a doe I shot in archery once probably a dozen times before I essentially stepped on her front leg and realized she was tucked in underneath a brush pile. Even once I knew she was there I couldn't see her in that brush. Thankfully her leg was sticking out far enough that I saw it as I stepped over her.
-Jake