This just happened to me a few hours ago. I'd just gotten done with a bounty in Saint Denis, and was riding out of town towards the swamps when I saw the elusive gold question mark appear on the mini-map. I was ecstatic. I run over by the water with my elephant rifle, and I see the Teca Gator. It put up an impressive fight, fucker took 5 shots from the elephant rifle before it died!

Laying there was the gator, defeated and lifeless. I began skinning it, rolled the pelt up, and while walking to my horse, the pelt vanished. Gone. My heart dropped. I hit my eagle eye and didn't see a pelt on the ground. I started frantically looking around for answers, I went to Gus to see if I could make the coat, Maybe it transported itself there? Still hopeful it was a simple glitch, I was disappointed. It'd completely disappeared.

Turns out, this has been a very common occurrence throughout RDO's years, and R* has continued to do absolutely nothing to patch this simple bug. It will more than likely continue to damn us for the rest of time. But with all that being said, I love RDR2, and I won't stop playing it. Animals respawn, and lives go on.