I've had a horse despawn a few times and can certainly confirm that leads break for no apparent reason.
Tested on both vanilla and non-vanilla servers; problem exists in both. TP commands seem to be related to this issue, though they are not the sole cause.
Potcat
I've had a horse despawn a few times and can certainly confirm that leads break for no apparent reason.
Tested on both vanilla and non-vanilla servers; problem exists in both. TP commands seem to be related to this issue, though they are not the sole cause.