Current most updated version of Bedrock on Xbox Series S. I have lost many horses, including their diamond armor - these were tamed horses with name tags, attached to posts with leads. The horses, armor, and saddles disappear, while the "tied" graphic of the lead on the post remains. When trying to remove the lead, it has also disappeared along with the horse.

I also lost my PINK SHEEP! It had a name tag and was attached to a post with a lead. It disappeared. I was/am very sad about that, it took years to finally see a pink sheep.