I've lost boars while taming them, a couple of times they were killed by skeletal archers, but their remains were there, so not lost in the same sense as your issue. Once the taming process begins, once the little heart icons begin to emanate from the boar, they will not despawn. Boars are definitely escape artists. Now and then I will find 1 or 2 of my tamed 2 star boars wandering outside their enclosure. The enclosure is an earthen wall several metres high, and is about as escape proof as it gets. I have never found my wolves outside of this wall. I have also found them in my gardens, which are surrounded by double fencing.