I only found it out on 20w06a, but it might be the same in earlier versions.
I threw a loyalty trident through a nether portal, and it disappeared, but when it came back it came from where it would be in the overworld.

How to recreate:

1. Obtain a loyalty trident (I used loyalty III).
2. Make (Or go to) a nether portal.
3. Throw the trident through the portal.

How I vision this would now work is that the trident comes back through the portal.