Hi there Evolv3
Unless you dragged your shiny Umbreon Mount in the Bag's trashbin, there is no possible way for it to disappear. Perhaps you dropped your mount onto one of the Pokemon in your party.
The mount should still be in your bag if you have not dropped it on one of your party Pokemon.
If this is not the case, let me know.
Kind regards
Thanks I figured out I dragged it into the inventory of the Pokemon, wasn't aware you could store stuff in them!
Sorry about the inconvenience.