Occasionally, animals can be heard, but nowhere to be seen. I've experienced this several times.
1) the wolf pack on the lake in coastal highway. Walked right through them, heard them but didn't see them, turned around, and all four wolves were right there.
2) deer at the shed by main road in pleasant valley, on the other side of the road from the barn and farmhouse. I could hear it run from me, but couldn't see it.
3) deer herd in the field with the hay bales in pleasant valley. this happened several times, and I finally have a screenshot. I could see the deer's antlers poking out of the ground.
I'm on PC, running Windows 10. Not sure if this bug has any correlation to any specific action.