This issue persists on a boat. It is fixed for compasses, but when I hold a map on a stationary boat (so that it becomes visible), it still points to the wrong place.
I accidentally created a test in my survival map that may contain valuable constraints for resolving this.
Background
===
I have built a farm that has four sections, containing rabbits, sheep, pigs and cows in the form of a 田 shape. Seriously coincidentally, the middle partition that separated pigs and cows from sheep and rabbits is located at the east-west axis (not sure if it is X or Z) (The sun comes out from the north).
TL;DR: I made sure that all pigs and cows are at the northwest of the spawnpoint (assuming the sun comes out from the north), and all sheep and rabbits are at the southwest of the spawnpoint. Neither chunk are adjacent to the spawnpoint (approximately 20+ blocks to the west from spawnpoint).
Only the pigs and cows (northwest) despawned.
A point to note is that the bug is most likely not caused by having too many entities in that chunk, because about 20 blocks to the south of the west axis (yes, in the sea, as you can see from the image I link below), I have a large chicken farm that has probably as many chickens as the sum of the four animal types in the farm I mentioned above.
Therefore, I conclude that this bug (at least, this instance that I encountered) only occurs at the northwest (not sure about the east) of the spawn.
Reproducing
===
The seed for the map is 1421809520 (infinity seed). My farm is on the sand island in the right-bottom corner you see in this image: http://epicminecraftpeseeds.com/wp-content/uploads/2015/07/mcpe-0_11-fishing-village.jpeg
The camera is at the north side looking at the south side.
I have only encountered all cows and pigs despawning (I actually can't confirm if they despawned or died, because I don't always check the farm) when I sail far away (not sure how far) and come back. It seems that every time I make a long journey away from the spawn through boat (I mentioned boat so that you can see that I am moving a long way properly, then back properly, to the extent of at least 128 blocks), these mobs despawn. I am unable to prove if the direction of travelling affects.
It also appears that travelling to the nether, and even nether express travelling (coming back to the overworld at a portal very far away) does not cause this issue to occur.
Version
===
The above were all tested when I was using 0.15.3. Since I updated to 0.15.4 I have not played a lot on this world yet, so I am unable to show if this is still present. (You should know it if you fixed it!)
Edit to my own comment: It appears nether portal travelling *sometimes* causes the despawn as well.