Happened to me as well. Found a herd with stag and four does immobile on the edge of a village. Shot one through the scope and couldn't find it's body. moved closer and shot one aiming from the hip and saw it's body disappear. Finally i walked up and whacked one with a stone knife until it also disappeared.

Left the area and came back five to ten minutes later and the remaining deer were gone.

This happened just a few minutes ago, 0.58 Exp update 12. (August 12, 20:30 GMT -7hrs)

Just found another frozen herd about half an hour ago. This is still happening as of August 16th.

Found 3 frozen deer near a road in 0.58 stable. (1 big, 2 small deer)
Axed them down and after about three strikes they disappeared.

I had the same issue and recorded it: https://www.youtube.com/watch?v=DYNkR58sMbY

Same issue twice in two days. One deer was clipping through the wall of a shed. Attached screenshots.

I don't know if it's important but on both occasions the deer herds were located very near to where I logged in to the server.