The bug:
When you add a banner with a custom name to a map (to create a waypoint), move away from the banner (unload the chunks) and go back, the waypoint may sometimes disappear from the map.

I'm having very inconsistent results trying to recreate the bug. However, it always works with an Illager banner from a pillager outpost. (Maybe because it has a lot of paterns?) Therefore, there are 2 methods to recreate it.

How to recreate:

• With a named banner:
  1. Create a banner with a custom name using an anvil and create a map.
  2. Place it down on the ground (not on a wall, see MC-140069) and right click it with the map to create a waypoint.
  3. Move away from the banner (until the chunks are unloaded).
  4. If you go back to those chunks, the waypoint may disappear.

• With an Illager banner:
  1. Locate a pillager outpost and teleport to it.
  2. Right click one of the Illager banners to create a waypoint.
  3. Move away from the outpost (until the chunks are unloaded).
  4. If you go back to those chunks, the waypoint will disappear.