Think I came across my first Destiny bug today.
It was this Public Event of a Reaver Captain that was doing a route and we were supposed to kill him. He was a level 5 and I was a Level 7 Titan with 2 other people (at least) shooting him and he never lost any health. I hit him with a pulse rifle, then a sniper rifle and finally a rocket launcher and his health bar never dropped.
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Not invulnerable, he just has that shield, once you take it down you have to keep shooting or it will regenerate really fast, same for all eliminate the target public events