A couple days ago I leashed up 2 horses for taming. One quickly ended up disappearing and the other disappeared after I had gotten it to 95% tameness. The situation surrounding their disappearance seemed pretty BS and like a bug to me, but I wrote it off to user error, even though I was checking to tame them fairly often.
Yesterday, mad at my previous failed taming attempt, I leashed up 7 horses for taming. One very quickly disappeared (at first I thought maybe I was counting wrong), and then slowly, leading up to today, I am down to two tamable horses. They all were leashed up at relatively the same time, yet magically only 2 remained today when I woke up for taming them.
I believe the error has to do with the location of my hitching posts. They are close to the edge of a minimap, so it is possible for the horses, while leashed, to walk into a separate minimap from their hitching post. I think when they become ready to tame, while in a separate minimap from their hitching post, while the map is unloaded, they unleash from the post and despawn shortly thereafter.
I also had a cow disappear who was tied up at a similar location.