I have lost a few deer. Recovered some later. I have shot deer where the shot was directly thru the vitals and there was no blood to be found. Found the deer a few weeks later, about 150 yds from where I shot it....I had spend a few days looking. Even took a great hunting dog out there. I know it was the deer I shot because it still had the arrow in it. It had hit and stuck in the opposite shoulder. As for your arrow, I know that mechanicals can fail. I have been using the rage 2 blade 100 gr boradhead on my crossbow for several years now and have had very good luck with it. What kind of bow are you shooting? How far was the shot? Was the arrow in the ground when you retrieved it or laying on the ground?