After playing sometime on my world I noticed that my cat was nowhere to be seen. So I tried to look around in the world to see if I could find him since I could of accidentally told him to sit. After 10-15 mins of searching I decided to restart my game and it appeared that he was next to me the whole time.
I think that something bugged out and his texture wasn't loading in or something like that.
ALSO same thing happens to underwater mobs (like Drowned)
Please provide a screenshot of your world with your F3 debug screen enabled.