Anywhere my player 2 on split screen spent any time, the mobs would all despawn, including villagers. Even a fish, placed with a bucket inside a 1 block area walled on all sides, despawned. Entire villages with 30+ villagers and three iron golems, all gone. All the sheep that had been in the pen, all the pigs in their pen, all despawned. Three villages, two that I had made entirely out of converted zombies, one with 10, the other with 5. They just despawned. No hostile mobs attacked, as we had it on peaceful. The horse she road with diamond armor and her cats and axoltyl despawned first and it was confusing, but kept playing. Her second horse also despawned with the saddle. The diamond armored horse disappearing is probably the worst because you can't make saddles, diamond armor, or breed good horses. Second most is the zombie villagers I had converted and gave me deals on things all being gone. Lots of golden apples wasted. Anywhere I was, everything stayed the same. So I don't really know what about my player 2 made them despawn. 

I reloaded without them, and everything was still gone where they went and everything was fine where I was. It's split screen, so not like she murdered all of the things and I didn't notice. We are both confused, and it's annoying that that would happen! The new update they pushed through must have messed something up for split screen...