I restarted Playing Zomboid only recently. Before this I last played build 32 or so. I tried build 37 for one or two days and did not notice the teleportation glitch. ATM I am on 38.5 and except non-disappearing player walls and roofs and the teleportation glitch it is great so far. As I started on 38.4 I cannot confirm when the issue occured for the first time.
As for the teleportation for me it happens on Survival mode. Played The First Week scenario for a few days and did not notice this, but it's probably to due to a lower density, slower respawn and higher stupidity of zombies that this isn't noticeable. On survival it happens quite often, as I explained before - you open the door, see a zombie in front of you disappearing (slowly fading away, like it happens when it is outside of your view area, I have the Eagle Eye perk), you walk into the room, close the door and look around just to see the room is empty. Feeling safe you start looting and then boom, you get bitten and there are 2,3 zombies around - door is closed,windows aren't broken. Happens everywhere, but mostly in bedrooms inside houses. Died like this several times. I will try to put this on video if I reproduce the issue.
As for the issue Svarog recorded I can confirm that this happened to me in the Crossroads Mall. I thought it was a glitch connected with my PC lagging for a moment and not processing stuff correctly. AFAIK the respawn timer is set to 72 hours on survival mode (please correct me if I'm wrong). I went to the mall, cleared a little looted what I could went to my safehouse and returned after around 48 hours and this happened in stores that should have been clear (I died of course) - this happened on both The First Week and Survival modes in the mall. Did not think it was engine related glitch.