My pet sometimes disappear and when that happens I try double clicking the pet in the inventory to get him back but I disconnect immediately.. This happened during boss runs where pet potion support is critical. I've already lost multiple pieces of cracked dimension due to this issue.
If it disappears, you can make it reappear by hanging on a rope or ladder. It does not require you to click on it again in your inventory. It should also not happen if you spawn the pet on the same map as you're going to kill a boss on, as I believe it only randomly disappears upon changing map or channel.