I only found it out on 20w06a, but it might be the same in earlier versions.
I threw a loyalty trident through a nether portal, and it disappeared, but when it came back it came from where it would be in the overworld.
How to recreate:
Obtain a loyalty trident (I used loyalty III).
Make (Or go to) a nether portal.
Throw the trident through the portal.
How I vision this would now work is that the trident comes back through the portal.
the trident is visible when thrown through portal in 1.16.1