I have seen issues posted where people hear the horses after they disappear but in my case, they are gone for good.
I have tried logging out and in again but they are completely gone.
This has happened fairly frequently as well. (In relation to frequency of dismounting)
I lost a horse yesterday just next to my base.
I had another one right next to it but didn't do any more riding that day.
Today i started playing again and i went exploring for a bit while dismounting a few times both out and back at the base.
Second or third time at the base though, this horse also despawned.
The horses were both named.