One of our neighbors has show horses, a lot of them black, and they wear 'sheets' which look like body suits when they turn out to keep them from fading, so you don't NEED to keep a horse in stall forever to have their coat bright. They all have hoods and everything and come in crazy colors. My daughter loves them and wants them for our horses, but we don't have any reason for them.
But I DO think horses need a companion, and I don't think it NEEDS to be an equine, but it sure helps. We have another neighbor to our south that has a horse with a goat. I know the goat is very attached because when they take the horse somewhere and leave the goat, he bleats and bleats and bleats like there is NO TOMORROW. Bleating. Loudly. There is no shutting up that goat! Many times he has ended up in our pasture, which is not good at all because my gelding tries to stomp his lights out. And the goat keeps running for the horses ... the goat has some serious separation issues. I usually keep him in a stall if he gets to our farm and wait for them to come pick him up. I've walked him down there, but he just comes back if the horse is gone. I should probably suggest to them another goat ...
So maybe OP you should not get a goat or an animal that makes a terrible noise when they are left alone unless you live in the middle of nowhere! Maybe a Burro would be good? A friend of mine has a few in Colorado, and they handle the winter pretty well. She also has some Yaks, but they are skittish with horns and I don't recommend them. But they are awesome in the snow, wind and cold.
Let us know what you get!