I own Frost, the horse.
Or so I thought!
When I met the thief who wanted him, I persuaded him to leave and leave the horse with me.
There is a dialogue option that if you threaten him and your Persuade is high enough you can keep the horse.

Then, later in the game, about 2 hours of playtime later, I went on a mission to the dungeon that you are sent on the first Mage mission (like an archaeological dig) via fast travel, and as soon as I appeared, I was attacked. I unmounted Frost to defend myself and I there was a battle. Sadly, now I can't find him!

Does anyone know how I can get him back?

I fast-traveled to a couple of other locations to see if he came with me (like when you buy a horse) but he didn't show up.

I hope he isn't lost forever, as in dead.

It was nice to have a named horse.


Thanks!


Bethesda:
If you are reading this, horses should come with a whistle to call your horse to you, like in Red Dead Redemption. That was an amazing, easy to use way to never lose your horse.
Thank you.

I lost him aswell. He turned up at the at the first dark brotherhood sanctuary randomly when i went there after finishing the questline.

What has always worked for me is to immediately fast travel to the spot I am at or close to it. My follower and horse (shadowmere now) always pop up.

Well I have a horse..or horses issue too. I owned shadowmere who followed me faithfully every fast travel. So i saw frost and was like yay and intimidated thief to keep him as well. So I leave shadowmere there at the thief guy and run off with frost. So i'm doing some other random quest that I can't remember and i go inside this cave leaving frost outside. It was cleared no monsters, nothing to kill the horse. So I come back out the other end of the cave and fast travel back to the turn in town. And guess what i have neither horse now. No shadowmere no frost. I've been to EVERY STAbLE and even went to the sanctuaries and even looked at the pond shadowmere first spawns from and pressed A. Nothing...They need to have stables at your house or a whistle, or a summon spell or something! This is ridiculous! Oh an yes, I checked backed where I left shadowmere near the thief...he's not there either.

When script dragon is updated for skyrim 1.3 patch. You can use the horsepawner (horse spawner) that will spawn your horse
where ever you are... I was using last nite,even spawn Frost right into Winterrun for me. Just have hit Home key..
Tho I configured it to H key. Very handy..easy to use.

http://www.gamesas.com/index.php?/topic/1303320-rel-script-dragon/page__st__80

It should be updated by tomorrow sometime for skyrim 1.3.. Horse spawner is including in Script dragon..