The Allay mob in the recent 1.18.30 experimental features release for Bedrock will oddly teleport through the Nether with the player who has given it an item, as long as in a near by chunk while the Allays that follow other players will be still in the overworld, even when at a distance and/or in a boat. To avoid this issue I had to use a Nether portal in a different chunk. This doesn’t happen with end portals, or when having an Allay in the Nether to start with.