It's extremely rare for no blood with a lung shot if you got a pass through. Was this with archery or some form of firearm? With most other shots, it is actually kind of common not to IMMEDIATELY pick up blood sign. If it was a heart shot, then the chest cavity has to fill to the entry/exit hole/holes before it leaks out. With lung or arterial then you will get pretty much immediate sign. Follow what kidoggy stated. Go back to the spot you SHOT from, pick out where you think you hit the deer, go up to that spot and pattern out in a circle from there. You might have misjudged the location of the deer at impact. If the deer "spun" out of there, there will be heavy impressions left by it's hooves. Those will give you the initial direction to start your search. If you hit it hard, and from the way you are saying the deer reacted I am guessing you did BUT it may be gut hit, then you should pick up some sign. IF it is gut hit, entry,exit wounds tend to get sealed up so you will be relegated to hoof trailing. IF gut hit, 99% of the time, the animal will head to the nearest water source. Good luck.