mobs are disappearing even if they are tamed, named, interacted with, inside a pen, bred, traded with, and on leads. Here is a list of the mobs that have despawned in my realms world playing on PC windows 10 version.

many dyed sheep that were bred in pens vanished

tamed horse with saddle attached to post with lead

many tamed horses with saddles in pen

A named polar bear in a pen

foxes that were bred in a pen

ocelots that were bred in a pen

multiple captured villagers that were traded with to max level and named

a named endermite in an enclosure

This has been very frustrating as many resources were spent on these mobs such as name tags, saddles, dyes, and emeralds. Also spent hours traveling thousands of blocks to obtain some of the animals. nametags are expensive to trade for and difficult to find in world especially since all areas explored that are close to spawn we have already looted. I want my nametags back and my jungle friends as the jungle was so far away to travel to and took a lot  time to bring them back to spawn