The chains themselves, when used correctly do not cause physical pain, as many believe. They are there to encourage the horse to step UP and OUT. They feel them, as they would tall grass and try to step out of them. It is no more harmful than putting socks on a dog. Now when you put chemicals there as the TWH people who sore their horses do, or drop links so that there is something smacking the hoofwall, or if they forge and step on them, yeah, it can cause pain, but by themselves, no.
The ones you might see connected are either plain leather straps, or fleece covered leather straps with a length of stretchy surgical tubing between them. This is similar to what many people use for resistance training using rubber bands or elastics. These are for strength training, building muscle, and at the same time still encouraging the UP and OUT movement.
Some horses will use them and others will not. It is very easy for a horse to just not pull stretchers, and there are many who choose to do just that. And the chains, again, some respond to them, and some do not. We can't make one use them. If I put them on a QH, they would soon forget they were there.
More than likely, it was an ASB, which are not technically "gaited" horses. Some are, but the majority haven't moved laterally a day in their lives. They are trotting horses firat and foremost. Devon is a big show for us. ASBs are not sored(can't be, since we'd lose all motion at a trot) and are bred to be able to perform with such high motion. The devices used are not to hurt the horse(our horses would not tolerate being in constant pain. Many would turn flat dangerous.) but are used to encourage the lift and the up and out motion.
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