Sorry to hear about this, it sucks. Sad as it is, sometimes it happens despite our best efforts. If you think it was a good enough shot, try again tomorrow after she's had time to bed down overnight. Pick it back up from square one and re-trail. Sometimes they hang on through the day moving around and finally let go when they bed down and get still.
A LOT of times deer go down to water to die, she could very well be hidden down in some reeds or thick underbrush hidden from view.
---Perfection is achieved, not when there is nothing more to add, but when there is nothing left to take away.---
---Enlightenment is the ability to take infinite pains---