Once missiles hit, they pretty much stay aimed in the direction they were intercepted. It can make a shoulder hit look like it is going straight through someone's head at certain angles and movement animations, but properly appear in the same one at which the missile hit. So, while going uphill, he has his shield raised and blocked the ones from above. While going downhill he has his shield lowered and blocks the ones from below. Some of those may have been in his chest or arm even, difficult to tell without him doing a 360 for you while showing all the shield raise/drops. So while bug is possible, it doesn't necessarily show that.
Nice screenshot nonetheless