"Or can a shoulder bone catch a bullet and the animal is lost?"

Yes it can be!
I shot at 50 yards with my 300Winmag on the shoulder of an Eland with 180gr Brenneke TUG. It "failed" the shoulder was not!!!! broken!! There was just a big wounding in the meat and the Eland started to run. When i shot him the second shot from the front in the chest it dropped in its tracks...
We found the bullet from the first shot absolutely flat...