All mobs despawn in my world. Even named, tamed, damaged and bred mobs despawn. My friends horse with diamond horse arnour and a saddle despawned. My pet sheep named jeb_ also despawned, the sheep was even attached with a lead to a fence, and the only thing left is the lead on the fence. The villagers that me and my friend cured also despawned. Basically everything despawns.
I have encountered this problem a few months ago but didn't report his early on because I thought someone else would have already reported this but it still hasn't been fixed. I hope Mojang can fix this soon and good luck with the creation of the 1.18 update.
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Thank you for your report!
We're tracking this issue in MCPE-21416, so this ticket is being resolved and linked as a duplicate.
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I edited the report because I eventually found the zombie and I forgot to mention the lead that was attached to the sheep