Maybe they are the same? I thought that too though... A whinny was that quiet little good morning mumble they do and the neigh is that hellacious scream they make when you take one of their buddys away....
whin⋅ny /ˈʰwɪni, ˈwɪni/ Show Spelled Pronunciation [hwin-ee, win-ee] Show IPA Pronunciation verb, -nied, -ny⋅ing,noun, plural -nies. –verb (used without object) 1.to utter the characteristic cry of a horse; neigh.
neigh /neɪ/ Show Spelled Pronunciation [ney] Show IPA Pronunciation
–verb (used without object) 1.to utter the cry of a horse; whinny.