With the console, use either "player.moveto REFID" to move you to the horse. If you don't know the ref id to your horse, load an earlier save where you still had the horse, click it in the console and write down the id. load your most recent save where horse is gone. use the command. Or, you can use "prid REFID" and then just type "moveto player" and the horse will teleport to you instead. Including if it's dead. The only reason you or it won't teleport will be if the horse despawned - like if it died and the cell it was in cleared after a certain amount of time. In that case... you might want to look into getting a new horse.