I've had enemies spawn inside of walls/rocks/structures and there is no way to get to them unless you are actually able to break whatever is obscuring your line of sight to them.

Like those big copper deposits, I've had one near a ruined stone building that a bunch of greydwarves were. There was one that spawned in the middle of the copper deposit. I could hear him, but couldn't see him. I had to break through the deposit to find him.

It happens at times. Sometimes there's nothing you can do about it.