I've had this issue for months now and said eventually I'd get around to it. It is completely random. A guard has a patrol path with an AI package that makes him ride a horse if possible. This is always possible as there is a horse directly outside where his package begins. He gets on the horse 80% of the time, other times he will walk the patrol. A dog also follows the same patrol route but farther behind. Now why does he and his horse sometimes just fly off into God knows where - I watch them just fly away, never to return. I remember this being an issue with the launch of Skyrim but I can't get my head around how to stop this. Thanks for reading.