Streakinstones.. You and I have a common interest, we both have bleeding hearts. I joined the forum about 2 weeks ago when I purchased a pony from the auction. I rolled the dice, and jumped in with both feet. My intent was to let him be a companion for another horse. All well and good.. except his health. I wont drag out the message here, if you want to read about it you can search Rescued Pony~Cushings.
But, I am in the process of having my vet runs a few blood tests.. but before I even started the appointment, I told myself I will do what I can safely afford to do for him, and I will keep his well being in mind. I would never return him to an auction house. I told myself if his prognosis was poor, I would put him down peacefully. At this time, I am happy to say I believe we will have a nice little future together. I can very much relate to your feelings for your rescued horse. But if the time comes to make that decision, even though your time together was short.. he knows he is loved. You are lucky to have that bond with him. I wish you both the best.