Though I dunno what to say to help. Mine either runs away from the fighting or into the fighting and gets itself killed. I do know that horses you find/steal will walk off though, nothing to be done about that. The only horses that will stay put (or get into/away from fight but still stay) are the ones you actually purchase from stables.
Ah, forgot, if you have Dawnguard there's a handy horse you can summon. Looks all kinds of uncomfortable to ride, but if it gets itself killed you can always just summon it back.
Ah, forgot, if you have Dawnguard there's a handy horse you can summon. Looks all kinds of uncomfortable to ride, but if it gets itself killed you can always just summon it back.