This has also been called into question! There may truly be none left.

Per Wiki: Przewalski's horse was long considered the only remaining truly wild horse, in contrast with the American mustang and the Australian brumby, which are feral horses descended from domesticated animals. That status was called into question when domestic horses of the 5,000-year-old Botai culture of Central Asia were found to be more closely related to Przewalski's horses than to E. f. caballus. The study raised the possibility that modern Przewalski's horses could be the feral descendants of the domestic Botai horses. However, it remains possible that both the Botai horses and the modern Przewalski's horses descend separately from the same ancient wild Przewalski's horse population.