I've shot them and never had them drop, but found them the next day cold dead still sitting on the branch. I've clean missed others that got a fright and apparently let go of the tree and fell straight out too! I know I missed, due to the chunk out of the timber the thing was sitting on. It's a relative thing, dropping isn't a sign of a kill. As far as it goes, worthwhile noting that what goes up must come down and that also includes the pellet - need to make sure of a hit on something solid when shooting up. It is a marginal example of "safe direction" at the best of times!
As far as finding it at night, in long grass under a tree it's always a hard ask. Probably still there as the last stop at the bottom never improves them.
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