Tamed wolves who either walk or teleport into fenced-off areas also can't teleport out. I'll usually have to have them sit outside or else lead all my livestock out of the paddock just to get my wolf out.
Recently one of my tamed wolves disappeared while fighting some hostile mobs above my house (which is built under a lake, maybe that was the problem), only to re-materialize in a branch mine several reloads later. That was weird.
It started in 1.14.3 for me (normal singleplayer Survival Mode on Windows 10) and has continued into 1.14.4. In one instance, five tamed wolves (including a puppy) didn't teleport to me after chasing a skeleton in the Extreme Hills biome. Several weeks later I found them floating in the ocean, and the puppy hadn't grown into an adult wolf. Seems that they tried to follow my player character over land and got stuck in the water. After getting them back, they now teleport over land, but will not teleport over water blocks and try to swim across instead, regardless of biome and the distance between land blocks..
Sorry, hadn't seen the reply notification. That does describe the issue, but it's been resolved in 1.14.4.
Sorry not sure which one it is it's on my ps4