Wandering Traders and their Llamas can exhibit some very glitchy behaviour while attempting to pathfind in certain environments.

This often happens when the 3 mobs that make up each Wandering Trader become stuck and the leads will get tangled, stretched and eventually break, dropping the lead as an entity. The leads sometimes pass through solid blocks and makes the Llamas or Trader appear as if they are walking on air. I've also observed the Llamas trying to jump up heights of 2+ blocks in an attempt to continue following the Trader they spawned with.

I've attached some photos of the behaviour that I've observed