AFAIK she does come with her horse! - Wasn't there some kind of info shared in the main thread that showed her listed as coming to TRU as 'bloodgood doll + horse' ?!
If she does come with nightmare I'd be pretty hyped. Hopefully he'll look accurate and not just a blue barbie-horse. xD;
it was a U.K. list but yes it has her listed as coming with nightmare.