@Jaicraft Mine Swords don't work against "ghosts" but they are not invulnerable as I have killed them using a bow. I had to locate the general vicinity of the "ghost" using shields and shooting in that direction has a good chance of hitting the "ghost" and eventually killing it. Thrown tridents too may work.
@Auldrick i can confirm "ghosts" really do not produce any sound at all.
edit: saw a previous comment saying he noticed the bugs occur when there's an elevation change. Well, when my horse, mule and donkey froze, all their "statues" were around this haybale decoration that rises 1 and 2 blocks above the ground so maybe this could be a clue and lead to a faster way to reproduce this bug.
@Auldrick It's on singleplayer so I can't really understand lol
Anway a special case for horses,donkeys and mules: The player can ride the "statue" but it stays in place. The statue itself can be interacted with in this case since one time, my donkey freezed and with the behavior of the horse family in minecraft, the "ghost" donkey should have been quite some distance from the "statue" donkey but still I was able to mount the "statue". It can't move though. Reloading the world fixes it.
I found out this case affects horses and mules too since it happened just earlier to them.
I can't confirm yet if this applies to striders too but it probably does.
I have encountered this many times and I don't think they are invulnerable. You can kill the "ghosts" with arrows and the "statue" shows the burning animation (I have a flame bow and done this many times.) Swords are useless however. I can't confirm whether thrown tridents will work against them but I will try if I get the chance.
So far no ghost creepers yet so phew
This could be due to bad genes which is a mechanic these steeds have. There are separate values for speed, health and jump height. Either the horses you have have bad genes or bad RNG or both
Hope this can add some info
For me, a horse, donkey and their mule offspring despawned suddenly. Before this, a jeb_ sheep was free roaming with them in their enclosure but also despawned. The horse also had a name tag so clearly those don't work in this situation at all.