I heard that loss of blood kills shot animals, a lot. But a few times, I heard that mechanical shock kills animals. For example in this video (starts to play at the right spot; relevant from 14:35 to 15:03).
That loss of blood kills an animal seems pretty obvious as the brain can't function without being supplied oxygen and it can't be supplied oxygen if there is no blood to carry the oxygen.
If the mechanical shock is applied to the head, it also seems somewhat reasonable. I guess it could be that the shock destroys vessels in the brain. But other than for a headshot: Is there a biological reason why an animal couldn't continue to live after experiencing mechanical shock due to being hit by a small projectile (being hit by a truck which is able to accelerate the entire animal doesn't count)?