If you throw a trident and enter the nether before it hits the ground (I tried it with loyatly 3 on) it disappears (When I did this I went through another nether portal so I was about 200 hundred block away and nothing happened, then i went back to the location where I throwed the trident and again.. Nothing happened, I chequed if it bugged in the air or something but it seems it just banished)