Hello all. New here, but also had the disappearing horse glitch happen. Had a thoroughbred named Bucky. Turned the game off one night, started it up the next day, and my thoroughbred was replaced by the starting horse, but with the Bucky name, so I knew something was wrong. Also, the DLC saddle was gone as well. I think the glitch basically erases the DLC from the game.
I didn't read the whole thread, but I did find a solution!
Exit the game, go to your game management, select RDR2, uninstall the Ultimate Edition DLC, and then reinstall it. Be sure to uninstall JUST the DLC and not the whole game. When I restarted the game, I had my thoroughbred back. Granted I lost the levels I had on my horse before he disappeared, but I did get my real Bucky back. I haven't had him disappear since then (knock on wood).
Hopefully this helps, at least until Rockstar figures out how to patch this.