I am running a server with a few friends. I have only seen this with ice dragons as I have been mainly killing them. I first used the imprisonment tool to capture them and then brought them to a dimensional doors pocket dimension. I then used smouldering tar to kill them. While I was doing this, about 1/4 dragons would suddenly dissapear. Once or twice, I noticed them dissapearing directly after I interacted with them, these instances all happened after the dragon grabbed me and I escaped at some point in time previously.

I then moved onto using the duplicator from foregoing to dupe them, capture, move them and kill them, now directly. While I was doing this, I got a clear view of this happening and I can verify they don't sink into the ground, they just despawned at an arbitrary point in time. I'm pretty sure these all the despawned ones were ones which grabbed at one point. There were instances where a grab occurred and the dragon didn't despawn, but all despawned were grabby ones. In this method, A grab occured maybe 1/4 attempts, so I easily found the correlation to be strong

Dragon stage didn't seem to matter directly, but all the ones that I saw despawning were stage 3 or bigger

This involves mod interactions which I cannot fix