During the Main Quest You get gifted a Horse when riding to the Stud Farm.
At that point I already had a Horse (and the Game rewards you for that in ‘Prey’)…
The Game seems to be unable to decide which Horse is ‘My Horse’.
The Horse I bought (Rocinate) is Still the one answer the whistling, but Pebbles i can also have carry things… only then he is roccinate…
The Game basically seems to treat the two as one horse with two access points.