Guild Wars 2

In EB three of us were just killed by a permanently invisible thief, he did not appear even once. (I assume it was a thief.)

Perhaps it was a siege weapon that was not visible?
If you set some of your settings properly (or in this case, improperly) it is possible to achieve a range of visibility that is less than the range of, say, a catapult.

Additionally, there is a cap to how many things are rendered at the same time, so even if it is the visibility range, it might not be rendered. (Possible fixed.)

No, he also stomped me invisibly when I was downed, it were normal hits by an actual player. And we were only 4 people around, very sparsely populated at this time of the day.