In the Epilogue, I dismounted well outside of Shady Belle to avoid my horse getting injured in the fight.
I got killed in the gunfight but, when my game reloaded, my horse had been replaced with a Tennessee Walker.
I figured it was a glitch since my horse was not harmed in the battle. So I went to Saint Denis stables to retrieve my horse and -- sure enough -- it's not there.
It's annoying because there's no logical reason why the game would kill my horse in that situation.
I'd love some feedback on this specific issue.