If you had hit it solid in the body with copper solids there would've been a lot of blood and it wouldn't have gone too far.
I'm guessing since it's a new gun that it's also the new version of the slugs. Those leave a huge exit hole. And at the speed the 20's are going it would've opened up that close.
(I have the old version where the petals break off, those kill with even not so great shots, all it takes is one petal to find the right place.)
I'm guessing that even with a 20ga and a copper solid you should be able to go through a lot. Another friend uses 12ga 2 3/4" CS and sent one crashing through trees by me (idiot wasn't supposed to shoot that direction) after he hit spine. With the 3" 12ga CS I hit spine, split shoulder blade the hard way, went through all the inards, the base of the slug ended up stopping in the kneecap.
Judging by that I'd say as long as the shot isn't too close like my deer last year, you could drill through any bone on a deer with a 20ga and CS's and hit what's on the other side.
Mine shoots targets good, but get them out in the field and if you hit anything before the sabot separates it's anyone's guess where it goes. We've both missed easy shots because of one tiny twig getting in the way.
Come and shoot my Mossberg 500 w/plastic stock and these 3" CS's, you won't want to shoot another lightweight slug gun for a long time
My scope is fuzzy but I'm not going to sight in a new one until it totally goes out or I run out of this batch of slugs. And hopefully that will be never with our new rule on allowing pistols on deer.