This happened to me on 1.5.0.4 on Xbox One.
I had a trident with Loyalty III, Channeling I, Impaling V, Unbreaking III, and Mending I. Lost it on my very first throw at an enemy.
Kinda sucks since it seems that you can no longer enchant tridents with Unbreaking or Mending (enchanted it in 1.5.0.1)
Although still marked as "Unresolved," this bug appears to be fixed. Since updating to 1.5.0.7, I no longer lose tridents after throwing them at mobs, when on 1.5.0.4 I would consistently.