My horse with saddle and diamond armor disappeared 2x

So this has happened a couple times already but there seems to be a bug that needs to be fixed. My horses keep disappearing entirely and they aren't there even if I reload the world. So now every time I go exploring they vanish and now I'm left to go thousands of blocks in order to return. It occurred when I jumped in water one time and also when I placed a bed down to sleep. You need to give back my horses and fix the bug.