I took a horse trip for a while and found an iglo for the night. I decided to keep the horse directly outside and go in, block the entrance and sleep for one night. Sadly, right after I exited the iglo, there was no horse to be found anywhere. I even searched all the nearby caves and the area around the iglo for about 100 blocks and it was just gone.

A second time, I found a new horse in a village and took it for another ride. While dismounting randomly in a plains environment, it suddenly disappeared (again!).

Don't really know if it helps much, but here's the seed: 1184454555853574943