I had the EXACT same experience, and I'm 100% convinced it is a glitch.
I unloaded EVERYTHING I had into that gargoyle - 650+ machine gun rounds, 60+ shotgun rounds, flares, rockets, dynamite - EVERYTHING - until I was down to my pitchfork, and it was still standing. It's clearly a bug. I then resorted to cheats and proceeded to stand in front of it and just hurl endless dynamite sticks in its face, and it still wouldn't go down.
The voodoo doll is what finally bypassed the bug and made that monster die.
Fortunately, when I fought the spider boss in the next episode, it went down after a dozen or so rockets like it's supposed to.