Ghasts will at random times despawn whilst fighting the Player. When the ghast despawns, any fireballs that belong to the ghast will disappear along with it.
Ghasts despawn at random moments
Ghasts & Fireballs randomly dissapearing
Summoned fireballs disappear and reappear.
Fireball Texture Not Loading Properly
Ghasts just disappear with their fireballs
Abnormal disappearances of fireball and ghast
Shot entities disappear if the mob that shot it dies