I also checked for ones similar to this, and I found issues where name tags do not work in general, but not an issue about when they do not work ONLY on Donkeys, Llamas, Mules, and Horses.

Name tags work on dogs and cats and parrots still, but when I log out, the names I gave to any of the four animals (horses, llamas, donkeys and miles) above do not stick. The names have disappeared when I go back into the game. But, before the update that gave MCPE llamas, the names for horses, donkeys, and mules stuck. Any animal I named before that update has kept the name, but they do not keep new names.