Not a good sign when they stand around and blow at you afterwards! As others have stated, the arrow sign looks marginal high or low to me, from the reaction you saw I'd say high, deer ducking the sound plus reacting in a downward motion to the hit. If they run off a little way and stand around because they are getting sick, like from the liver, would result in a better looking arrow, and no blowing. I ran one thru the high loin on a buck this year and he ran off and stood 50 yards away looking around for 5 min, head up/alert. He then snuck off to 100 yds or so, stood around another 15 min, then walked off. I could see him the whole time. Decent blood at each spot, but I knew there wasn't a chance. I put my dog on him the next day, just to see, and he headed to a doe bedding area and checked a scrape 300 yds from where I shot him.... by then he probably forgot about it. They get cut up/hurt all the time, and I wager a good buck fight results in more lasting hurt than a marginal arrow.
R