You can also set your horse back to Pebbles if you like, or Sedivka, as its ID labels Pebbles.
You need to be on the DLC quest to make it work. The horse has to be spawned into the game. Then use the Cheat mod to set it to Nuckelavee.
but does act like an owned horse? whistle and all?
Yes, it comes when you whistle. It is exactly the same as any other horse you buy.
what Tier level tho? 5?
The tiers are irrelevant. You can see his stats.
The tiers determine the stats. The higher the tier the better the stats