I'm in a battle right now where a killed stack continues to appear standing, and even uses its special abilities!
I clearly got the message "the troop is killed" in the log, they no longer have an HP bar, cannot move or be targetted, and other units can even walk right through them... but they're not lying on the floor as a corpse, and they've just cast their "Evil Taunt" on my troops! What the hell is going on?!
Edit: I killed them with Gudrida's Rage, in case it makes a difference. "Skalds escort fallen warriors to Valhalla" also continues beyond their death.
And in the end, I was able to shoot them dead, with this most puzzling log: "Miss! Soothsayers do 0 damage, 1 Skald is killed."

Well, at least I'm not stuck.