Since she is essential(unless you modded it to allow her to be killed), using horse armor on her is (almost) pointless.
I wasn't going to use the horse armor on her, that's why I need to park her for a while so I can use the horse armor on a different horse and when I want to go back to using Shadowmere again then I'll be able to track her down.
To Acadian, I don't remember where I got her. Wherever she and I were when she was given to me as part of the Dark Brotherhood I guess. (Fort Farragut?)
I did loose her once were I was by a magic well and got attacked by ogre's and during battle she just ran off. She never went back to Fort Farragut so I thought she was gone forever, but 3 months later (real time, not game time) she showed up stabled outside of Skingrad. I was so happy
. I don't wont to loose her again so any ideas of where to park her would be great!