Almost every time I open my survival map, one of my horses is missing from the stable. Whether the horse has a saddle, or armor, or a name tag, it still despawns. I also put horses on leads attached to fence posts, so I can build something in a new area. I often spawn back in the map with no horse but a lead on the fence post. When I click the lead, it just disappears.

I've lost all of my horses, all of my armor, and all of the saddles. It's extremely frustrating, especially considering that saddles are not craftable.