I am having similar experiences. I have a squirrel infestation and after trying humane traps and then conabear traps with no success I was left either poison or shooting as last resorts. I used to shoot bench rest and varmit hunt so I thought I’d get a PCP .22 airgun to clean them out. After all, how hard can this be? Well, not so easy for me, that’s for sure.
I have been trying for heart lung shots. The first poor little guy jumped 6 foot in the air and started thrash around on the ground. Okay I thought, we are all done here, but I’ll put another shot in to finish the business..... but no.... he the ran up the tree and hung out for a while. He then proceeded to come back down and actually fell out. Good l thought it’s all over, but no he just sauntered over to where he was before and started to forage again for food. I couldn’t believe it, this guy was like he was nuclear powered. The next shot finished the business, but even then he ran a fair distance.
The next squirrel I shot with the same tactic, heart & lung and he fell over dead instantly.
Stikefast’s comments were a good reminder to me. With high velocity projectiles the animal is getting both a hydraulic shock and in most cases absorbing all the energy. With my airgun I’m finding that .22 Hades pellets are passing through, so if the shot placement isn’t hitting vital organs then all I’m doing is making the animal miserable. Airgun shooting is a whole different game and I need to get better at this.