Bring animals with you while you camp does seem like a quaint idea, but if they leave, they're as good as gone --
that is...unless you get to them before they leave the premises. My dog Dougie almost got away from us. Had it not been for our custom tent (falling on top of us and tangling him), he'd be God knows where.
So yeah...interesting experience
Sounds like you had an interesting experience yourself.
Sorry about your horsie.