Question about Yasuo WW Animation

Hi all, I play a lot of mid and run into Yasuo a lot.

I noticed that for his WW, my projectile actually seemingly hits him, and then a windwall appears well after and cancels the projectile anyway even if the projectile is already past where the wall is when he creates it. Is there some sort of input delay vs. the windwall animation? I've seen this several times now and have no idea how this works.

There were times where Ahri's charm heart is literally on his body, and then a WW appears with no charm.