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Usually the horse isn't gone in situations like that, it's just at another location. The game stores world data separately (to keep the impact on performance low). For instance, the player data gets stored every ~ 10 seconds, while npc data is stored every 15 seconds. If you run into a crash, there is a chance the player data was just updated, but not yet the npc data (so the horse is still at the same position where it was 5-10 seconds before).
I have looked everywhere in that whole area and the horse is just gone. It's okay, I'm looking for a partner to start a new world with and do a youtube series.