This happens when I dismount the donkey (on 1.14.3 I mounted only the donkey, the same bug was on 1.14.2 with horses). The animal teleports so fast, that I can't mount it and it disappears after a split second and teleports to other place in radius of 3 blocks and there happens the same thing. After some time (a few minutes) I can teleport it to me using the command "/tp @e[type=donkey] @p" and it behaves normally. This happened to me three times on my survival world.
Please check if that's still an issue for you in the latest 1.15 development snapshot.