I thought I made some progress, because the pelt was suddenly hovering where I killed myself on purpose, but dropped to the floor when i approached it. I picked it up this time, and walked to the trapper, but couldn't sell the pelt. And when i tried to put it back on the horse, the same thing happened.
The animal is crossed out on the map. The only thing that didn't register is that i skinned it. Edit: Seems like a lot of people are having the same issues on Reddit, no fix yet.