I like Jeff, have taken several dozen groundhogs over the last 4-5yrs and I can tell you this with certainty: G-hogs require you to have some patience and determination to get them. What I do is, make a point to check the windows every 30min. like clockwork if I 'm home most of the day. This guarantees me I will see it within a couple of days. Although sometimes they only come out for 20min. or so and will get spooked by a car or a neighbor walking out to their mailbox, 30min. spot checks of all the (relevant) windows has proved very fruitful for me and this year it yielded 17 g-hogs, 16 recovered, all on my property.
I 'm pretty sure you did NOT hit the g-hog. The pellet most likely striked too low under his chin or neck because he was less than 15yds away, and if you were shooting down on him from an elevated position, the POI would be even lower. The G-hog would not have made a few steps and then stop to look or stand up again if he were hit. And you also said he walked to his borrow. No way. He 's not hit, which is a GOOD thing (I 'll explain later). He would have run straight to the nearest burrow or escape hole (not all holes are burrows) if he were hit. G-hogs will often jump after the gun goes off because they get startled easily and are very "jumpy" to begin with. I shot at a groundhog from 11-12yds away that was up against my shed & missed. He got so startled when I pulled the trigger, that he banged his head (loudly) hard onto the shed's outter wall from his instintive reaction to turn and run. He also jumped a little too but I have seen what you describe. They 'll jump 1/2ft or more up in the air, land and run or stop farther down, turn around and look to see what that noise was all about or if anything is pursuing them. Usually when hit and injured (non-fatal shot), they will roll over on their back and kick with all 4's like trying to get a predator off of them, like house cats do and many other animals. After a couple of secs they realize noone is on top of them or trying to bite them, so they get back on all 4's and run to their burrow. When you see this reaction, reload immediately and try to get another shot at them asap because 4 out of 5 chances are that you did not make a fatal shot. You should always reload anyway like Jeff said after taking the 1st shot and even shoot them again if they 're moving at all or crawling because they are very strong and could reach the burrow if it's not far away. Don't wait for them to stop moving, shoot them on the move the 2nd time around.
Another thing is certain. He 'll be more weary next time because he 's already had an encounter with you and was shot at. The reason he stopped after the shot and looked around, was because he had never been shot at before, and was merely scanning the area to see where and what you were.. what you looked like. If he picked up on your location, he 'll be checking it often next time he 's out there feeding. They put their head up every 5-10secs. anyway while out feeding so make sure you freeze when they do that even if you don't think he 's looking your way. Those eyes have a a 180deg. peripheral view so they can see a lot more than you think. It actually gets harder to get them after an unsuccessful encounter, but don't give up hope. I had g-hogs that would see my hand or arm at the window 35yds out and run for cover and I still managed to get them later on. These g-hogs would actually look up and check the windows because they had seen me there before or seen a gun barrel sticking out, etc. You must be very still if the g-hog looks your way. If there 's no movement sometimes they 'll continue going about their business. That is, if they 've never been hunted before or have not taken a good look at you in the past.
You do not want to injure a g-hog and have it die later if it lives under your porch or deck or anywhere near your home. The surrounding area, or in this case your entire house, will smell badly for a month or more while the g-hog is decomposing. I speak from experience on that one as well...
My best advice to you is, try to keep your shots inside 20yds if you don't have a gun that 's over 15fpe. Practice with that CFX .22 or your own gun at 10, 15 & 20yds, or learn the hold-over if your sister doesn't want you messing with her scope. Practice the way you would shoot at the g-hog. If you shoot down at it, practice that way. Put a target or a DelMonte fruit/veggie can on the ground and shoot the bottom of it. Do not put a target 4ft off the ground. Put it on the ground like where the g-hog would be.
I recommend staying behind a window so you don't spook it, and then shoot it when it comes into view or range. I keep a couple of my windows open when I 'm in hunting mode, so I won't spook them or make noise while by putting the window up. I also leave a small pillow on the window sill so I have a soft bench rest and don't have to rest my arm on aluminum or metal or be uncomfortable because I sometimes I wait 5+min. for them in the shooting position to give me that broadside opportunity so I can place the pellet behind the eye, or between ear & eye.
Stay quiet, stay still, be patient, and you will get him soon if he doesn't go into hybernation. Mark the time you shot at him, and you will most likely find him there again near the same spot at the same time another day. They usually come out when the day is warmer especially now in the Fall, but it's not uncommon for them to come out in the morning or around Noon if there are other g-hogs around. They seem to divide the day up between themselves and come out at different times so they don't run into each other. Like they each get a time slot.. They do usually keep on a schedule though, if the neighborhood is quiet. Also try to be quiet inside the house. Don't play the radio or TV loud and he 'll come out again. Another way to approach him is from the back while he 's facing away but make sure you have the house or a big tree between you and him and don't make any noise. If you get into a 15-20yd position behind him, get ready (lean on something) and just wait for him to turn sideways.
Also try to find out where his burrow(s) are, so that you are mindful of them and check them if you can from a concealed position, because while you 're setting up with your rifle, etc. he could be watching you, instead of you - him. They 'll just pop their head out of the hole and can be hard to see.
If you don't hear anyone mowing the lawn or weed wacking in the neighborhood and everything sounds quiet, look out (slowly) a couple of windows. He 'll be out there.
Looking forward to the pics! :-)