So I was fighting the Annointed Goliath, and I ran back to the previous room and up on the balconys around the room, or walkways, or whatever you call this, 2nd floor around the room.
He was zipping about down below, frequently just below me. Sometimes jumping up into the stairs and then back down.
I threw a few grenades in, certainly not enough to any serious amount of damage to him, and sure enough, he barely registered the damage. As I moved over to the railing in order to see if he was affected by the grenades enough that I could shoot at him, he zipped underneath the walkway I was standing on and promptly disappeared.
Quest then progressed with messages as though I had killed him. No loot from him either, but don’t know if that was as expected.
My guess is that he zipped outside the map and was removed by the game and this was registered as a kill.