When clicking on the pet did it say (bonded) and the same when you used Lore on them? Only time this has happened to me is training them over night and having something drastically go wrong (like giving commands while afk training, which you do not need to do). One died and disappeared on me. I have lost two of my best stat dragons due to this in the past. Someone said that bonding takes more than 24hr right now but, I read that on IRC so not sure if that's the case currently or not.
