They are taken...they can teleport. Your not dpsing them enough. It's not about your connection. I've seen too many posts saying it's a problem bungie should fix. I hope they don't change it. I like to see everyone struggle.
Edit: So they probably aren't taken..... they should be though....lol. would be pretty cool if they opened up challenge mode for all bosses this week and you could do them all if you wanted.
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Problem is there is no animation for it they literally disappear and reappear. Has only affected me a few times.