Allay's stored in a player made cave occasionally can be found hundreds of blocks above ground traveling away from loaded chunks. Several of our allays have disappeared from this cave (not chunk aligned) and while traveling through a nearby plains or forest biome I will spot one and have to lead it back to the cave. I've also stored one completely in unloaded chunks and noticed the same activity everytime I've gone over via nether portal that the Allay will have left the building and be traveling around the area near where it was stored.