Steps to reproduce:

1. Make sure you have a Trident enchanted with Loyalty, I used Loyalty III.
2. Throw it far while in a Nether Portal.
3. Make sure you teleport to the Overworld/Nether before you get the Trident back.
4. Whichever dimension you go to, you won't have the Trident.
5. Even if you go back to the previous dimension, you won't have it, or be able to find it.
6. Therefore it's lost forever.

I have not tested this with End Portals, but the bug may also be reproducable with them as well.

I'm not sure if the intended feature with this is if you're supposed to recieve the trident back while in the other dimension, or if the trident will remain in the first dimension.