Unfortunately some animals just don't die quickly even with a fatal shot. I don't think you had bullet failure, but you have no idea where the bullet hit or if it failed or not as you weren't able to recover the animal to determine what happened.
If you absolutely have to anchor an animal on the spot, then a brain or spine shot is what you need to make. You'll never get 100% blam flops on heart lung shots.
As to bhn, if you're pushing that bullet to ~1500 fps the 44 mag is capable of, I'd consider 15 bhn on the soft side and would lean towards the 22 bhn as the better choice for that application.