I won't deal with a rescue. Period. They are frequently fiscally irresponsible, overly controlling, strip hoses of their papers, and usually on the brink of disaster. I also don't buy into the "saved from the killers" stuff. While there are good horses that get sent there, frequently the horses bought by the KBs need to be there for one reason or another. To me, a TRUE rescue, is a horse that has been seized for starvation and/or other cruelty from a private party. When rescues take donated money and go spend it on MORE horses at the low end auction, I do not consider that a rescue. You could have gone to the auction and bought the horse yourself, probably for less than the rescue wants to "sell" it to you for.
Go to a well respected seller with a good reputation to buy your horse. It won't be free, in fact it might cost a fair amount, but you'll know it's as advertised and the training will be what is stated.