Villagers actually despawn

I surrounded my village with two layers of cobblestone walls, and put torches everywhere so no hostile mobs can spawn. And I even have played on peaceful mode the whole time, and still, my villagers disappeared. I covered every hole, water, cave, and there was absolutely no way for the villagers to get out. I even made a copy of my world, went into creative, and teleported all the villager entities to me, and couldn't find the other ones. So, are they supposed to despawn?