Dachs
From what I just looked up, a roe deer is about 36 to 50 inches long, 24 to 30 inches tall at the shoulder and typically weigh 33 to 66 pounds, a smallish animal. A whitetail deer is 32 to 40 inches tall at the shoulder, about 60 to 80 inches long and typically weigh in the range of 125 to 210 pounds. A standard deer has about a 16 to 18 inch chest depth and of that about 12 inches is a good kill zone estimate. So I'd guess your roe deer have about a 12 inch chest depth and a 8 inch kill zone (a guess).
For game animals I initially base my max range for killing at 1/2 the kill zone in MOA, so a 12 inch kill zone give me about 6 MOA for a respectable figure. If I'm shooting at rifle and load capable of 1 MOA in hunting conditions the max distance I could shoot a deer with a 12 inch kill zone is 600 yards. Your roe deer (assuming a 8 inch kill zone) would be a 400 yard limit for me.
My limits are based on my method of hunting. I don't shoot sighter rounds, I'm a "first round hit" hunter and this limits me by comparison to others posting here.
Hope this helps a bit on the range vs accuracy.
On retained energy, wound channel and animal reaction. I have essentially no lower limit on retained energy... I shoot for a double lung shot when hunting at longer ranges. It's been by experience that that I know that a double lung shot deer is a dead deer, as long as the round can penetrate (pass through) the deer or reach both lungs. I have shot deer at greater than 500 yards with a 243 using a 70 grain varmint bullet and the bullet passes through the deer's chect cavity at that range and resultant velocity. I've also shot deer at close range with the same bullet and it expand quite rapidly, better for head shots than chest at 50 yards. SO, the 222 should be fine to your comfortable range on a roe deer, as should the 6,5 and 375... One last issue, animal reaction; animals hit from long distances typically don't respond in the same manner as animals shot in close proximity to the hunter/shooter. My observations have been that animals shot at longer distances sence no fear and seldom run away to die out of sight, they typically die in place while feeding or after they lay down to "rest".