Sorry to hear it bud, they sure can be frustrating!!
Tell me more about the hit,angle,how long did you wait, and such......
A few things I've learned the hard way is...
1) If the bird doesn't try to run away and is "seemingly" dead in front of you,get to him ASAP!!!
2) But, If he runs away don't chase him.He won't go far before holing up. Give him plenty of time before you go look for him. At least 1 hr,with what you think is a "good shot", at least 4hrs with what you think might not be such a good shot.
3) If at all possible,try to use a string tracker.I know it's hard to get one attached to a Sheepeater,I'm still trying to figure out how I'm going to use mine.I usually install it in my quiver hood,but I want to shoot my Sheepeater with out a bow quiver. Might have to try one of those real light,small one's like the Eagle's Flight.....But don't like the idea of my arrows sticking out below my bottom limb.