What I expected to happen was to find my horse in its place

What actually happened was that my horse wasn't there.

Steps to Reproduce:
1. Ride your horse, it will be buggy, it won't move quickly enough and other times it won't move a muscle.
2. Place the horse (with a saddle and iron horse armor on it) in a 2x1 and 2 block high shelter
3. Log out
4. Shabam! Relog in, and you will not find the horse