Feno was dead and Black deamon attack his horse with a spell and it left feno when the spell hit horse, idk why but pretty sure its a bug.
Please just set animals slots back to how it used to be this new animal system is pure buggy and dumb.

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i have 5 animal slots had 3 horses n the one i was riding i was bring them around and one of them poofs in thin air..Im like wtf..lol yea animals are doing weird shit

Tamed animals will poof if far from their original spawn point. Have had this happen with various sorts.
I am sure it is something to do with the monster spawning in that a monster will poof back to 'home base' if too far away.
Maybe tamed animals need a new tag applied to them that when checked for by the function that poofs them, it cancels the poofing action when it sees there is a 'tamed' tag on it.