Basically, in survival, if your inventory is full in in the top part, shift clicking items from the hotbar, attempting to put it up in the upper inventory, instead of doing nothing, the item disappears.
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This also happens when on a horse, even when a hotbar slot is empty. Only tested on a skeleton horse.
...also if the hotbar is full and you try to shift+click an item from inventory (to get in on your hotbar) the item(s) will disappear.