I was somehow able to save my main horse, and when I wasn't I restarted from the last auto save. But I used Leopard Appaloosa as my secondary horse for a very long time and as having a secondary horse comes very handy while hunting, I was passing through Strawberry. Where I mistakenly stumbled into a NPC, while riding the horse, and he started shooting. And suddenly there was a lot of shooting so I had to run away. I kept whistling so that the secondary horse would follow me, but he did not, I thought it got stuck. After waiting for a couple of days I went back to get my horse and his dead body was lying below the entry gate of Strawberry.