if you were afk it is possible an event Skeleton, bat or blob managed to hit them. The bat event is actually really problematic because of their flight, you need a 100 percent closed structure with base radius to prevent bats from killing your animals.

Since you said the doors were shut, my best guess is a blob AoE'd and it went through the structure. Now, there IS one other possibility, sometimes if you're a certain distance away, there is a certain point where structures will unload but creatures WILL NOT, effectively allowing them to roam and get killed by other creatures. Now, this was a problem before Mistlands, and it was frequently reported bug, so they may have fixed it, but im simply saying that could be the culprit if they managed to not fix it.