[HoneyBadger]

Horses are not the most brave animals on the planet, taken as a whole. Even a well-trained warhorse is not a stupid animal and generally won't do something it knows is a bad idea. If vans rode giant armored wolverines, then they'd be realistically a problem, not that wolverines are stupid either, they're just incredibly brave, tough, and mean. If I were a long-lived, magically powerful van, I'd get myself some kind of undead mount, or atleast a magical construct along the lines of a golem, and I definitely wouldn't use a horse design, because it's too easy for even a good rider to suffer a freak accident and fall off-even immortal Vans have necks and spines to break. Who wants to spend a thousand years in a wheelchair?
Horses are good because there's a lot of them, because they're big and strong, because they're generally friendlier than a camel, and because they can travel faster over short distances than a human. A human is a much better long distance walker. We can outwalk almost any other animal. Horses are good mounts for humans, not immortals. If I were a Van with the resources-and as an immortal, I'd eventually have the resources-I'd breed myself a line of war-elephants trained and bred for both bravery and intelligence, I'd make friends with them and take good care of them so they didn't turn on me (elephants have excellent memories and can be vindictive), and I certainly would invest in some good barding. I'm not sure if it's in the Royal Hapsburg armory or not, but somewhere there's a complete, articulate suit of steel plate elephant barding. It's very impressive.