I've seen a similar bug, but not a recent one or with tagged horses. I have a nice stable with an enclosed fence and so far two named horses have disappeared. As far as my research can tell, horses do not jump over fences on their own or wander far when escaped. I found an old bug where they glitch into a block and suffocate and I think that might be what happened. My named horses should not despawn or be able to escape the fence. If I am wrong, please let me know.