as you can see at attachments, I tied a lead to a donkey and the dark oak fence. but lead looks like a long way... and I destroyed dark oak fence, lead is back in my pocket.
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Had this same issue.... definitely threw me off! Relogging only causes the lead to disappear.

Added to MC-143351 because after looking into the classes of EntityLeashKnot and EntityItemFrame (1.12.2 MCP), the cause is most likely the same.