This has happened to my company as well. We lost a horse and chicken glitching through the bottom of a schooner and an elephant on a brig that we loaded from the shore, appeared on the brig's deck, and then vanished a moment later. The brig was anchored at the time so I checked the lower deck and surrounding water to no avail. She did not respond to whistles.
RIP Zoya the elephant, Bill the horse, and whatever we named that chicken.