A few data points to help in Science! for what they're worth (and any extra info/tips I can think of):
1) Remember you have to set a trainer to babies born to "trained" parents to keep them tame as well. I had a few capybara pups born to a semi-wild mother, also semi-wild. One got killed in a siege (along with the mother), then the other two grew up... and very very shortly after (like a few game days), reverted to being wild. I'd apparently forgotten to assign them a trainer of their own. Oops.
2) I just had some Giant Peregrine Falcon chicks hatch to parents I bought from the elves (thanks elves!), and those according to the raws in the wiki are pet-exotic. (Unless that got changed, and they haven't been updated in the wiki.) It took a few clutches though, like three or four, before any hatched. (Hard to tell at this point whether that was just bad luck with unfertilized eggs, or if it's harder to breed/hatch exotics.) For what it's worth, my civ has zero knowledge of Peregrine Falcons, giant or regular.
3) I've had multiple bird hatchings, and none so far have been anything other than tame. (A clutch or two of guinea keets, a clutch of chicks, the aforementioned G.P.F chicks, and a clutch of peachicks.) Someone in another thread mentioned afterward that they'd converted their save from the previous version, I'm wondering if that is the case with others who've reported that? Or else it's something that doesn't always happen.
4) I caught a dingo and trained him, and for some reason he immediately went to "well-trained" as soon as she was trained, despite my civ not knowing anything about dingoes specifically. I'm not sure if it's using some knowledge from the related dogs, to "help" the dingo knowledge, or what. Later on, I ended up getting the "the dwarves have learned a few facts about training dingos" message. For Science! I just went ahead and trained the other dingo I had put in my zoo after learning the "few facts," and he's listed as "trained," while my other dingo is now up to "skillfully trained." (And has also been adopted by one of my dwarves, after I made him available. I also caught him fighting something that was attacking my dwarf. My dingo rocks, I want a female now.)
5) Keep in mind that war/hunting animals, once assigned to someone, apparently can't be assigned to anyone else EVEN IF the original owner dies. Booo! (Or if they can, I haven't seen a way to do it yet.)
6) As a tip, I've been putting any pastured-type "trained" critters in pastures with some cage traps along the hallways leading to them. That way if they do revert, they might raise a ruckus in among the pastures, but if they try to make a break for the rest of the fortress they'll get trapped.