Horse sometimes disappears after going through a nether portal.

I finished building my nether tunnels recently and I’ve been using horses to go between portals at far distances. Yesterday my friend and I went through the nether portals after pushing our horses through. He claimed his disappeared and I didn’t believe him. It wasn’t in the nether and it was no where to be seen. About twenty minutes ago I am going back to my base and as I go through the portal, poof, horse is gone. Now I am down 2 saddles, 2 diamond horse armors and don’t have any decent transportation.