If the bullets you recovered expanded fine, you probably should start shooting them in the lungs. Even a deer shot in the shoulder can and often will run with broken limbs, if the spine has not been severed. That takes a high shoulder shot, where the spine meets the scapula.
Don't expect rifle cartridge performance out of a muzzleloader; there's a huge difference in velocity and "shock power" just isn't the same. Hydrostatic shock doesn't enter the picture even for many standard rifle rounds; the deer practically needs to be hit with a projectile going at least 2,400fps, something a muzzleloader even with 3 pellets of pyrodex cannot do at the muzzle.