So just started this and ever since the first time I rode into Blackwater my horse has gone AWOL. Where did it go? He's not back at the homestead or anywhere that I can see. Is this a bug? Am sick of running all over the plains on foot!!
You steed if left unprotected in hostile area could be killed in cross fire or by animals (such as cougar) in RDR and also by zombies in Undead Nightmare. Once it's dead it's dead. You can wait a minute or two and whistle again. An on screen caption will tell you that another horse has responded to your whistle.