Ah yeah, I never thought about horses staying around in the world and that they could potentially die that way. That would be pretty silly if that is what is actually happening.
How could you make sure if doesn't happen, would telling your horse to flee before exiting the game help at all? when a horse flees does it actually run away and de-spawn or does it just run off but actual linger in the game somewhere?
I have also have it where after a mission I can see my horse, go up to it, see it definitely is mine from the name but it doesn't show as my horse on the mini-hud & when I get on it it comes up saying i'm a horse thief. So I whistle for my horse and then I have 2 of my horses next to me but only 1 the game thinks is actually mine.