I've created a large horse stable that is completely sealed off and in side is fenced in for each horse and the only way in and out is through a pressure plate door I'm not sure if the same thing happened to my iron golem too one day I slept and my iron golem was gone. At first I thought he was killed but I couldn't find Any laying around so I just assumed it was a glitch. But everything is sealed and fenced so there's no chance of escape.