With the release of the new update, I have noticed that some mobs once you get far away, despawn even when named. I have noticed that it happens with Squids and Dolphins. I made a large area full of water to keep them in the same place to test it, in case I was missing something. Sure enough, the renamed squids and the renamed dolphins all despawned once I got far enough away.
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However, this issue is a Duplicate of MC-27535.
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