How to get a horse over water without dying of cold

if you place them correctly, you can put them on the boats.

You mean i. E. To the Arctic? Didn't try yet but maybe craft the new high tech suit and start during summer, when it's hottest

I believe that someday we will be able to build bigger boats, if not small ships, to transport horses. For now, I built a small outposts every one day of marching and covered entire arctic island.

I believe the RIB boat will hold a horse if you park it dead center, haven’t tried with the last few updates though.