This happened to me once before too, I was in a two man group once and I suddenly died to cold stone trebuchet and my groupmate claimed they never saw the AOE indicator either. To both of us, it looked like I just fell down and died for no reason. And only death recap told what killed me
This is definitely a thing.
Sometimes you will randomly just get deleted and then you'll see the un-animated 18k Coldstone shot on your Death Recap.
It's called 'invisible siege aoe'...it happens a lot when big encounters occur.
It's another lovely part of broken Cyro.