The bigger one is definitely Mattel, he originally had detachable wings and came with a little Peek-A-Boo (the mini Barbies that were reminiscent of Liddle Kiddles) fairy doll. You could exchange the wings between the dolls and horses. I believe there were three different sets of horse and doll. Promo pictures showed the horses as being solid glitter, but when they came out they had they had the paint on their backs. I don't recall if they had a series name, I know for a while Mattel was churning out fairies that didn't have a specific name attached. I had meant to buy them in stores, as I collect the Peek-A-Boo dolls, but they clearanced out and sold before I had a chance.
The same horse model has been released with other sets (including other fairy ones), in assorted colors, and with different sized dolls. But I definitely think that is one that came with the little mini dolls.
I am not sure about the smaller ones, don't recognize them. Sorry. :/