Possibly? found a bug with Annie.

So, I was in a ranked game against an Annie mid lane playing nidalee. A spear was going to guarentee a half-health kill on her, but it passed right through her. Her E shield was up, is there a possibility that skillshots are missing/phasing through enemies due to the shield? It was a direct hit, no lag, latency problems or anything. It hit her directly with a good deal of it's range to go, but didn't register. Let to me diving in and getting killed by a Rumble ultimate without realizing it didn't mark her so I could W away after. anyone else had this problem, or is it just me going insane?