First time it happened as was described and that was an unmodded server. (2 of us melee attacking zed, fell through a doorway to outside of building and disappeared)
Second time we had Filibusters, Vanilla Weapons Expansion, Louisville Spawns and Better Hand Wash. (3 of us shooting at zeds leaving a building, already cleared perhaps a tile or two from the doorway before it fell and disappeared, but im unsure which one of us it was going for OR which one of us killed it)
Ive been trying out a Spear Trap mod (just that, ID:2640351732, v0.0.3) and very similar thing happens with every death on those traps (zed falling down, still animated and growling on the ground, then disappears)
But im assuming thats mod related rather than linked to this issue, which certainly has happened on an unmodded server.