Had a similar thing happen about 15 yrs. ago, we dropped a Teal, it hit the water like a ton of stone @ low tide, and dropping maybe 4-6" of water, it never came back to the surface, I got the boat out, rowed to where it hit the water, NO sign of it, my Dad & buddy were in the blind watching where the bird hit, I am scanning the bottom looking for the body in the mud, nothing. 15' of mud flat to the shore line, so it did not go to shore. If it swam under water we would have seen something! Never found that bird.
My theory is we knocked it out and when it hit the water it regained unconscious and made a tunnel out. That is my story, and I am going to stick to it damn it!