Possibly, but not entirely certain, but if they're "night time" spawns, they despawn during the day when out of render distance. This is what made taming 2* wolves such a pain. You'd have to tame the pets, let them breed, and the babies will be permanent, but the original 2 would disappear once out of render range. So you have to baby sit them until you have your babies, and even still I'd probably baby sit them until they're adult just to be safe.
I could be entirely wrong though.

was your pen double walled? any performance issues?

the only thing i can think of is either something got in there and murdered them (there would be drops if this was the case) they escaped through a random error that lost their location briefly due to any number of things. if your friend was closest though, it might have been a desync freed them.

they really like to hug walls far some reason, its kind of annoying and immersion breaking, so typically if i can the food sits in the middle of the pen to keep them off the walls.

Check the area, they may be roaming. Desync while loading back into the area caused this when I played on a server often. If you don't see them roaming around then something--or someone--killed them.