Anyway, from Shor's Watchtower I go out to this cavern where I am supposed to go for a quest accepted in Riften. What happens on my way? A dragon appears. Right in front of me. I try to escape it, using Conjure Flame Atronarch to keep it at bay and distract it. After it goes after a camp of bandits right in front of the cavern I need to be at, I decide to roll with it and attack it.
Then, in the middle of all my attempted sneak attacking with my bow, I end up backing up too much and fall down the cliff. No biggie, right? Wrong. Turns out I end up in a tiny crevice that I cannot walk out of any which way. So what do I do? I try to fast travel again to Shor's Watchtower. This works, though for some reason my autosave isn't at Shor's Watchtower after this, but at the crevice I was caught in. The dragon? It's right in front of me, with its big fat dragon ass turned towards me while Frost stands right beside me.
I drink a potion of fire resist, set one step... and it flies up. I run away from Frost, trying to lure the dragon away, Conjuring a Flame Atronarch to attack it as well. I fall down a cliff, but the dragon appears to follow me, lose interest halfway through and starts attacking a troll while I appear to have fallen straight into the middle of a band of wolves. I run. I shoot arrows at the troll when it runs by. The dragon flies by breathing fire all over the dragon. I Conjure a Flame Atronarch to attack the troll. Then the Conjuration Adept from nearby Ansilvund comes charging in with sparks flying to attack me and the troll. The bandits from the cavern camp then appear and a fight breaks out. The dragon has since disappeared from the fight, but checking my map, it appears to be moving south...
The troll downs the Conjuration Adept easily, after which I blast it down with Flames and then deliver the killing blow with a Silver Greatsword. The wolves have apparently since died as well, my guess being from either the dragon's fire or the Conjuration Adept blasting every which way. Finally, I take down the last bandit with a pair of quick chops and loot all the bodies.
I hear a roar. The dragon yet remains near.
I turn and move towards it. It sounds like it's fighting with yet another accidentally attracted enemy. Have I ended up causing a giant free-for-all between all of South Eastmarch's creatures? I round the corner of a snowy rock formation and there the beast is, staring at me with its hellish gaze. It roars, no longer able to fly.
I remember it flied south before I found it again.
South towards Shor's Watchtower.
Shor's Watchtower, where I last saw Frost.
I don't want my suspicions to be true, but I realize it can hardly be any other way. I actually get rather teary-eyed over the mere thought of it. I whisper "this is for Frost, you son of a Maven" and charge in with both hands stretched out continually spewing Flames. My fire proves stronger than his and he goes down just as I start to hear the beating of my own heart. The fire goes out single digits in health before death.
I absorb the dragon soul, loot its corpse, find no signs of other enemies and return to Shor's Watchtower. Frost is nowhere to be seen. He does not appear by my side, nor can I find him anywhere, neither dead nor alive. From earlier experiences, I know Frost easily runs off when frightened by enemies, though sometimes returns to fight, like that one time he bravely took on a troll all on his own. Maybe that's what happened this time? But in that case, either Frost would return once the enemies were dead!
I wait.
And I wait.
But Frost does not come. My suspicions were likely true...
At this point, the immersion breaks and I think for a moment "wel I took down all of the enemies in this entire area due to this, which would have taken much longer if this hadn't happened, plus I got the dragon's soul and everything and I can always get a different horse, right?"
Wrong. Because after all this, I realize that I don't want a ton of a loot and a long list of kills on my name. I want my [censored] brony back. Frost is one of two NPCs I've come across that I've actually really liked. 100%. Full stop. No lie. The other one was the Dunmer bard woman in Candlehearth Hall in Windhelm for singing "The Dragonborn Comes". And this is why, after hunting for mods or cheats to find/resurrect Frost and failing, I simply restarted at an earlier save.
I will now of course continue to hunt for mods that let you track your horse's location and health and a mod for horse-breeding (at least, once I get that Shadowmere mare), because goddammit Skyrim has made me love horses.