On my PS4 my game will seemingly crash at random but if I was on a horse shortly before the crash the horse will disappear with all of the stuff on or in it.
The most recent crash occurred while I had a disc playing and I went to sleep, I don't know if that caused the crash, but it crashed anyways. Once I got back into my world my horse that had diamond armor on (and a saddle of course) was gone. I tried to look where I had previously been while on the horse but it was not there. This has happened to all 3 of my horses that had diamond horse armor on and is very annoying because they were good horses. I can deal with crashes, but when they take something that I worked for and spent valuable resources to get that's when I start to get mad. There will be no screenshot because I would just have a picture without a horse and that would help nobody.