Default is a process rather than an instant. It usually begins with a missed payment and a grace period, moves into negotiation or bankruptcy, and ends months or years later with creditors receiving cash, new debt, equity, or some mixture.
Bonds stop trading on yield and start trading on price once default is likely, because the cash flow schedule is no longer meaningful. Price then converges on the expected recovery-rate, and the bond trades flat, meaning without accrued-interest.
Example: the trailing twelve-month high yield default rate is 3.2% by issuer count. With a 40% average recovery, an investor holding the whole index loses roughly 3.2% x 0.60 = 1.9% of principal over that year.
Related: recovery-rate, credit-event, high-yield, probability-of-default, distressed-debt