Western themed names, huh? Well there's:
Rambo (not really western, but who gives)
Duke (Dukes of Hazard)
Bonanza (after the TV show)
Durango (like the boot brand)
Rio (meaning "river")
Rustler (kinda makes me think of " husslers shooting eight ball throwin' darts at the wall")
You've got yourself a beautiful horse there and good luck in picking the right name that suits him best!