Some people lose their pets because of some bug. It just happened to me. If you change your pets and you log out, one of your pets will stay and the other will be gone. Lets say you log out with your pet nr 3 but when you are in your character list, it shows your pet nr 1. When you log back, some of your pets are gone. In reality, they are not lost for good. All you have to do is go to a stable npc and switch your pets around. Do not exit the game or change accounts. If you do, you may lose the pets for good. Just keep changing pets and log on / out til they don't despawn anymore.