I've seen a lot of posts on this forum with complains about fish and dolphins dying. On almost all the answer was "fish placed with buckets don't despawn", yet on none of the posts they explain the Dolphin part. 
My fish don't depsawn, my dolphins have acces to air, I have fed them some fish and got the particles, they are litterly above the ocean where I found them, they can't get onto land and have a name tag. They live in a giant 64-diamter hollow sphere, so they also have enough space.
How do my Dolphins keep dying / despawning??? Im on the fourth dolphin and it's pretty annoying.