Wild catches Vanishing. This happens if you buy extra catches while you are riding. The game doesn't fully process them right now, so the horses will vanish on you, along with your orbs and catches.
Don't worry though, if you shut down the game and reboot the launcher, your orbs will return and you can purchase your catches again! Just be sure to buy them BEFORE you click go riding! Then they should work fine.
Wild "system" owned horses that can't be caught. These are horses that most likely have already been caught and the system is just delaying in fully removing them. A reboot of the game launcher should also fix this.