I have found a reproducible bug. Whenever a raid happens on one of the outposts, for example a hunting outpost. At this outpost I have one pawn and one horse. When I defeat the raider, the Outpost Battle won notification appears, but also the caravan lost notification appears, and I lose the horse. The colonists stays there, but the horse is "lost" in the caravan battle.

You can reproduce this by creating an outpost with one colonist and a horse (although I suspect all animals will work) and then via the debug menu attacking the outpost.