So after reading through this thread and researching other similar threads online, this is absolutley a glitch that I'm hoping Rockstar fixes!
I upgraded to a PS4 pro yesterday and after I did the whole data transfer thing from my old unit to the new one, I had the two dlc horses from the ultimate edition that weren't there when I loaded my game! They had the same exact names, but they were Tennessee walkers! Strange as hell!
I went back to the stables in Valentine and elsewhere but nope, I can't "purchase" them again, it's not even an option!
I then started up a new game and still the same issue. So as a last ditch effort, I deleted all my game data and reinstalled and they STILL don't show up, hell, not even the damn weapons!!!
The only real reason I even care is because I, like all of us, payed extra for the Ultimate edition and for what? Diddly squat.