Joe Destro,
I have heard this before and the only advise I can give is when someone tells me they had a good lung shot on a deer and the animal did not go down within 200 yards. you did not have a good lung shot scientifically impossible. a deer cannot run without air. most of the time this happens the archer did not hit the animal where they believe they did. a heart shot deer or a double lung shot deer is dead in forty seconds, they could travel a pretty good distance in that time but non the less dead.
Re-think your shot through, where was the deer the last place you saw him/her.
What was your state of mind, did you follow you plan when the animal came in? did you remain calm?
how many animals have you shot in the past with archery tackle that you had this same thing happen?
I will tell you the equipment is most likely not the problem, you could have sharpened the broad heads to the razor sharp edge, I had a guy with me one time shooting a compound he swore up and down his arrow hit right in the boiler maker, after he shot the 3d target we had at camp he was right. his arrow would hit perfect with field points on every time. Then we put the Broad heads to the test, his arrow hit close to to the same spot but his arrow was not flying true it was flying knock high, therefore hitting the animal with the arrow fly sideways getting no penetration and the arrow was not even close to vitals if you would calculate the exit.