My war horse changed to a TN Walker the first time she died. The name on mine was gone, but had the same mane and tail. I tried to sell her and see if I could repurchase , but she was gone for good. Lucky for me I always manually save every hour or so along with the auto saves. I have been F-up too many times in games with only keeping one save point. R* provided many save slots, save and save often.