This is a rather old article that I've seen years ago, but it's pretty interesting and deserves a share.
By 1945, American bombings of Taiwan were no longer limited to strategic targets. They pretty much bombed any village they spot and strafed anything that moves. Even Wandan in Pingdong, which was a tiny agricultural village was bombed as well. From that aftermath, the survivors of Wandan get a new legend of Mazu catching an American bomb.
According to Wandan's Wanhui Mazu temple's stele,
Mazu displayed a miracle by showing herself in the form of a beautiful woman, and used her hands to catch the American bomb. Witnessing this view put the pilot in paralyzing shock, and steered his bomber into the Dan-shui creek. After the bombing, when villagers come to worship at the Mazu temple, they noticed the Mazu statue made in the Daoguang era (1820~1850) was missing a section to both her thumbs, and her index fingers were also damaged. When the believers enquired the goddess, Mazu revealed that she showed her trueself during the air raid to catch the bomb and damaged her fingers. the news soon spread far and wide, and believers traveled to Wanhui temple from all over Kaohsiung and Pingdong to worship Mazu and witness the miracle showing statue. The shell of that unexploded bomb is now featured at the gates for people to see.
The stele pointed out the bombing took place Feburary 20, 1945. Using that info, that bombing can be found in Academia Sinica's GIS database of American bombing reports.
The bombing was done by the 405 Bombardment Squadron, which was part of the Fifth Air Force at the time. They were flying B-25 Mitchell medium bombers.
From the report, the 405th were assigned to bomb targets in Kagi (Jiayi). This was their second trip to bomb Kagi, and they had Choshu (Chaozhou 潮州) as their secondary target in case weather prevents them from bombing Jiayi. 9 bombers and 16 P-47s left from Lingayen airstrip in the Philippines, and were forced to bomb Chaozhou in Pingdong instead due to poor weather. They bombed Wandan on the way.
They say curiosity killed the cat or Formosans
The American pilot noted that some Formosans were just too curious and had to take a peek at their bombers, so they were taught a lesson by being strafed by P-47s I guess. The report however did not say anything about a downed bomber. It did mention Danshui creek though.
One radio operator was injured slightly and two airplanes were holed by the moderate, medium, accurate to inaccurate fire received from three positions between Heito Airdrome and Tansui River.
So it would appear the downed bomber was false.