Not positive about the version; Seems to be unrelated to Device. Playing on a Bedrock Realm.

Has happened 2 times. Once, saved and quit while riding a horse. Second time, had attached lead to horse and quit. The events happened about 1 week apart. In both cases, when returning to the Realm, the horse was missing as was the saddle and armor. I searched around the immediate area in case the area remained active and the horse wondered off.

In the first instance, the horse magically reappeared about 4 days (real world time) later. I was mining deep underground, and was suddenly teleported to the surface and was riding the horse. I had been on the Realm for about an hour or so. I can't think of any event that would have caused this to occur. In the second case, I have yet to see the missing horse reappear. The second horse was a horse that was converted from the Xbox One edition. I'm fairly certain the first horse was from a new generated area after the conversion to Bedrock.

In both cases, I was out exploring new terrain. I play on both Windows 10 and Xbox. I believe one occurrence was on Win 10 and one time on the Xbox. I'm not sure if it's because I switched platforms. I think the first time I was playing only on Win 10.