Horse missing after reloading
Solution 1:
This is a bug, pure and simple.
If you google this, you'll find 100s of posts about it and R* hasn't addressed it yet since some posts are as old as just a few days ago.
There's not much you can do honestly. Apart from saving, manually and saving often. Manually saving every new mission or after a major event in the game saved my butt from multiple horse-killing random encounters.
Also, your horse is safer from bugs if you dismount and make it flee during a mission than dismounting and entering a mission on foot. As long as you can see it on the mini-map, the glitch monster can't get it.