Not sure if anyone else is having this issue, but when I get the game mail saying a horse died, the link to the horse provided doesn't work. It just pops up a message that says 'Doh! You broke the internet."

If its a horse without any offspring they're immediately removed from the game. So if it was a show gelding/non breeding horse they were already gone by the time you clicked the link.

thats because your horse was deleted from the game due to having no remaining offspring.