I was on someone else's realm trying to fill out a Map 4/4, so I brought my horse with me. I left to go take a break, leaving my horse in a boat to make sure it didn't run away, but when I rejoined, both boat and horse were gone. There were no noises, and rejoining a few times didn't do anything to me. I used /tp @e[type=boat] ~ ~ ~ to bring the boat to me if it was loaded and it didn't work - meaning that the boat and the horse along with it had both completely ceased to exist. There are tickets similar to this, but those all appear to be in older versions and none have exactly the same issue.