My aunt used to breed Curlies. I own one myself, he was my first horse. Honestly, I've been around Curly horses for 10 years and have never heard of a "mustang curly" besides the Curly X Spanish Mustang mix that I also own.
What I'm guessing, because I've seen them on the BLM website, is that a Curly got in with a Mustang herd, then was picked up and that's how the lines got crossed. A "wild" Curly.
I'd love to see pictures of the Curly your looking at. They are super rare and a lot of horse people don't know about them. I take mine to shows and he gets soooo much attention and comments about what a puppy dog that he is. When he was 4 he was ridden by an 8 year old at a speed show and was the calmest horse there. People couldn't believe the way that he acted.
My aunt went out to South Dakota and purchased 3 mares, a stud colt (which she gelded) and leased a stallion and started her Curly herd from them. She got them from Ernie Hammerick whom if you happen to google, you'll find that he helped to create the stockier Curlies. Bad Warrior was one of his best known horses, and my Curly and Curly mix go back to him. He had alot of Quarter Horse blood in him and had Curls.
Curlies are wonderful, wonderful horses. I just wish more people knew of them and understood them. Back in the day, Americans used to push the herds of Curlies off cliffs like they did for hunting buffalo because they thought they were diseased due to their Curly hair. The Souix Indians saved the breed by herding as many as they could up to Canada.