Just to add a positive note to this thread... i too went up to the mountains to fetch the white Arabian and i was so excited to have it i didn't pay attention to my war horse until i got to the stables and it wasn't in the management menu. I did several missions and camped a few times hoping it would show up like other horses have done but it didn't and i,, well, i missed him. So i went all the way back to the mountains to get him, brought him back to Valentine and stabled him.
I know it's not a help to folk whose horses are completely gone but if the "temporary" icon is present somewhere on the map, you can get the horse back even if you have to go fetch it.