I watched that. Don't believe it for a second unless it was a re-enactment?
A ) the horse 100% could have fit through the door.
B ) the horse was completely bombproof, cool as a cucumber when they RIPPED THE WALL OUT right behind it. And if a horse had never seen grass, cars, the outside life in general just being out in the SUN LIGHT would put it into a tizzy. Plus it was in pretty good condition...
I vote fake. These shows are just trying to get ratings.