One of my soldier was fatally wounded but kept on walking normally. I forgot to screen grab it but his/her life bar was near zero (like 1-5%) but as you can see the Barracks UI was not showing it correctly.
The soldier was walking back to garrison. I let it be and waited a few moments to see if s/he dies yet didn’t. So I selected all soldiers and let them all out. S/he died not long after.