I had the same thing happen to me many years ago. My first hunting trip with a compound and sights, as a matter of fact. I could see the rabbit under a bush with my bare eyes, but draw the bow and put the pin on it and the rabbit would disappear.

Like you, I shot where I 'knew' the rabbit was. Like you, I never saw the rabbit leave after the shot. Only difference was that I did have my arrow, covered with blood and fur, sticking in the ground right where the rabbit had been sitting. I knew I'd hit meat. I never found that critter and it still bugs me to this day.

I made a foolish mistake by taking a shot where I couldn't verify my aiming point. But I learned several lessons from the experience.

#1, don't shoot at something you can't see clearly enough to 'pick a spot'.

#2, it's better to pass up a shot than feel miserable about losing a wounded animal.

#3, sights suck![8D]

Actually, I had taken countless rabbits under identical situations for quite a number of years with recurves before I'd ever bought that compound. Sights are great on the target range but, to me, they're a hindrance and obstacle on a hunting bow.