I knew horses used to disappear/suffocate in walls in the past, but I believe it was fixed. In my current world my regularly used horses (black, white, mule, skeleton) are held in a hole dug out in the side of a mountain and I haven't had any problems till today. When I went to grab a horse, I noticed my mule was gone. I traveled about 100 blocks away on one of the other horses when my game crashed. Loading up my world I found that the horse I was riding was gone (the black), and my white horse had also disappeared, leaving the skeleton one. Nearby I have a pen where I was testing stats of bred horses, and they're all there. I also had an automatic pumpkin/melon farm set up, and the minecart with the hopper has also disappeared. Both horses were wearing diamond armor and a saddle, the ones that were untouched had saddles and gold/iron armor. The world was reloaded multiple times.