I think I know what you mean.. Indie was doing something that sounds pretty similar just a couple days ago. Every time I brushed her off with the dandy brush, mind you with a bit of pressure, she'd basically hollow out her back and as you mentioned, appeared to sink away from the pressure. She hasn't done it the last few times, but she is pretty skinny (although she's on 24/7 turnout with good quality feed at breakfast and supper time) so that's likely the cause.
Is he of good weight? Or a bit skinny?
Forever loved, never forgotten; my beautiful Indie. <3 Hoofprints on my heart.