Rundmc

The same thing happened to me. My favorite and fastest horse, a Nakota, which I had from early in the game is gone. I was doing the Mr. Black and Mr. White mission in Rhodes and had to get one of the posters from an NPC on horseback. I shot the guy and I became wanted. I mistakenly jumped on the NPC's horse instead of mine and ran off. After I escaped, my main horse was no longer on the map and nowhere to be found either at the stable or the hitching post. My guess it that my horse somehow got killed in the meele and never revived. It sucks for sure. Feels like a friend died.