Yes and I can tell you the exact cave where it supposedly was. I personally sat there for a whole week once (server up to server down) and had a bot spam clicking the spot he should spawn at (so I could sleep) with a macro to buy whatever the first item was (i copied it from another site so don't ask, I fail at scripts). Needless to say I got nothing. ='(
Anywho, I used to have proof of the Bengal Tiger mount via screenshot from a live server but that hard drive (which also has a SS of a GM telling me i could exploit) wont register and all attempts to restore it have failed thus far.
What happened was on my first server, way back in 1.6/7 there was a guy jumping around SW on the bengal, when all of a sudden he vanished. (not log out, there is a delay to disappearing on log out) I assume a GM yoinked him somewhere, and I also assume the vendor (if that's where he got it, I'm not saying it is) was removed shortly after.