AIE yes! Okay, listing out thoughts quasi-chronologically:
There are very few horses in the settlement at the Mouths of Sirion. For many reasons - founded by refugees, horses are expensive to feed and are a luxury and status animal associated with war and travel/nomadic cultures and it’s is so basic and self-evident to early culture I don’t even have to explain because it’s still embedded in our symbolism/understanding to this day, and this is a terrain that might support some barrier island/marsh breeds but isn’t great horse country. Actually that’s something I wonder about; I imagine most of the great Exilic Noldor herds were wiped out by the end. As for what those horses were: probably a hot or warmblood bred for war by combining a few Valinoriean studs with the native Beleriandic breed of which would have existed. This native horse only heavily utilized by the Northern Sindarin gauchos and a few riders in Doriath proper like Thingol himself. The Beleriandic breeds I semi-arbitrarily picture were natural pacers- but then again, needed to travel smoothly over rough terrain in the dark. If nothing else smaller than the Valinorean breeds. So the horses around Sirion could easily be something like the Sorraia, Carolina Marsh Tacky, Camargue, etc…
Maglor is an excellent horseman. If he does one decent thing that the twins will actually remember him for with fondness it would be horseback riding lessons. Sorry but nope, Maglor and Maedhros factor very little in Elros or Elrond’s self-identity, he was never thought of as father figure, that fanon can jump in a fissure of lava. But the big thing is that the people of Bór are also a culture focused on horses and horsemanship. This is what draws them to Maglor’s Gap, the element of familiarity and camaraderie, and when Borte takes her family and servants to flee south they take their horses, steppe breeds renown in song and lore.
Either the twins are returned to their family on Balar when Morogth overtakes all of Beleriand or the twins successfully run away from Maedhros and Maglor, with help from the Laiquendi. Scenario #1 they keep the horses they are returned on, and the twins care for the horses as companions that had been with them during they period of captivity and often sneak into the stables at Balar and ask the horses if they too find everything on the island strange - but isn’t it better to be here safe where no orcs can get them and they won’t be ridden into a fight against anyone anymore. Scenario #2 the twins escape on foot through the trees but make sure to scatter the horses first to stymie pursuit.
That period is only a year or two at most, whatever, so onto Balar. Island cramped with refugees, so even less room for horses. It isn’t until the Army of the Valar land that Elros and Elrond see vast numbers of horses. Large cargo holds of trained horses, many of them giant pale stallions of the lineage of Nahar and trained by Oromë and his Maiar, unload as Ingwion and his armies land. Elros is captivated by them.
Bledda, like many of the Easterling or half-Easterling humans that work as scouts, translators, and guides for the Army of the Valar, has excellent horsemanship. He is attached, along with Rúth and later his daughter Bortë, to one of the northern-based Vanyar divisions up in the mountains of old Ered Wethrim, but still gets plenty of time in the saddle. Young Bortë grows up around horses and Vanyar, speaking a rustic Quendya as well as native Bóring and the Sindarin lingua franca to her horses. She meets Elros and his brother when they cross paths during the war (Bledda’s awkward reunion). Elros, like her, loves horses (and mountains) and riding. Elrond is competent in the saddle, but he thinks Bortë and Elros are crazy to spend days riding. (He rather stay back at camp with Commander ‘Robin’ and pour over charts and lore).
Elros learns even more horse-lore from the Vanyar soldiers, that elven touch with horses, to speak to them and be understood.
(He names his horse after Fingolfin’s. Elrond favors the Sindar side of their family, Elros ever so slightly more to Tuor and Idril.)
One of the priorities in settling Númenor is for it to have excellent horses, and Elros and his queen not so subtly petition their friends and connections to send the best horses to settle the island. Oromë himself brings some horses to the new island, but the Vanyar friends of Bortë write back to the ranches of their home farms/monasteries/neighbors that their little fille du regiment needs her ponies, only the best for our Bortë. The horses of Númenor are a blend of all breeds.
The Maiar help to build the king’s palace in Armenelos according to canon. One of the first wings constructed is the royal stables, large and beautiful.
When Elros and Bortë need some time away from everything, they go riding together in the still mostly unsettled but peaceful fields of Númenor. Elros and Bortë love the feeling of freedom, of flying.
This love is passed down to their children.
