Wow that does seem strange. I can't see how a mechanical broadhead would be the cause to this. Purely guessing I would offer up the following thoughts. Maybe the arrow deflected due to the sharp angle, or maybe the deer twisted so hard and abrubtly as to change the path....ie she was twisting before the arrow ever even hit. (Remember how fast a deer can drop and spin!!!), maybe I haven't the foggiest idea. lol

As for the tracking. It sure seems by your account that you made every effort possible and by the sounds of things you are a competent tracker. You can't follow what isn't there. It sounds like you tried to follow what would have to still be there, tracks, but that didn't help.

Only thoughts that come to mind is the age old method of starting a grid type outward moving search, or move ahead to the most plausable areas that have heavier more tracking friendly cover to see if you can pick the blood back up. Look aim point high on twigs, sapplings, crops, weeds, etc to see if she brushed up against something.

Keep in mind if you use the old tissue trick, place tissue on known spots as you go along, that the deer is NOT likely to all of a sudden change direction. You can then move forward to different cover along that known path and see if you can find blood again. Also dont forget your Hydrogen Peroxide to spray on what you think may be blood but you are not sure of. It will bubble if it is.

I am curious as to what broadhead brand you were using and type of arrow. Carbon or Aluminum? Short like out of an overdraw or full length? Did you ever find the arrow? What color was the blood you did find and was there any hair (color?) and / or stomach matter present? See any birds circling near by?

We all hate to lose one. Sounds like you did you best though.