Has to be something abnormal such as shooting a saboted slug in a smooth barrel causing the slug to "keyhole" thus entering sideways.

I used to use Remington Buck Hammer which are no longer in production. They hammered the deer. A friend uses Lightfield. I've seen them fold deer on the spot.

Deer aren't covered in armor. So, no realistic reason for lack of penetration other than a direct hit to the shoulder bone. Even then, it would take a large bodied deer to have enough bone in the front quarter to stop a slug from penetrating. Shots too far maybe?