As far as I know if you are teleporting to the nether and something happen to get into the portal (on both sides) they will teleport too. So from time to time I get creepers/spiders in the nether.
And this one time I go the the nether two sheeps and one pig appears in my nether home. So I thought I can breed some in the nether. However when I come back with wheats, but they are gone when I get to the nether. Would they despawn if you went too far away? It is not quite possible they get killed by mobs cos my home is surrounded with nether bricks.
Make sure that they aren't going back through the portal, that always happens with me And no, they won't despawn, the only mobs that despawn are hostile mobs.
And this one time I go the the nether two sheeps and one pig appears in my nether home. So I thought I can breed some in the nether. However when I come back with wheats, but they are gone when I get to the nether. Would they despawn if you went too far away? It is not quite possible they get killed by mobs cos my home is surrounded with nether bricks.
passive animals (sheep, pigs etc...) shouldn't despawn, no matter what realm they are in.