Ok, if player is riding a horse and quit the server while riding it, the horse just disappear... Is it bukkit bug or any plugin does that?
Please temporarily disable all plugins (=> 0 plugins) and try again, if the horses still despawn, please open up a ticket at LBO. By the way there are already some issues about horse despawning, maybe you can find matching symptomes: https://bukkit.atlassian.net/browse/BUKKIT-4445?jql=text ~ "horse despawn"