How about the story of Ambarisha Maharaja who did everything right when visited by Durvasa Muni. He had to break fast and he couldn’t eat before his guest, who was taking a bath, so he consulted the brahmanas and they told him he could take a sip of water, which would break fast but wouldn’t consider eating (before feeding guests). Still Durvasa Muni got angry and created a demon to kill Ambarisha.
Here’s the clinch – because Abarisha was deontologically correct to the absolute degree as a spotless devotee Durvasa Muni couldn’t harm him in the least even though it appeared to be easy. Durvasa Muni even went to see Lord Vishnu in the process, and still he couldn’t do anything to Ambarisha.
Perhaps consequentialist arguments present themselves only when one is deontologically deficient, which is like “always” in the experience of western philosophers. If they have stories of Christian saints who were saved by the Lord they probably don’t take them seriously. In Christianity they had many more martyrs who were tortured and killed without apparent protection.