I have encountered this too and it is since I created a custom faction with the warhorse ability.  It is really annoying to not be able to get my warhorses for my champions although they do show up as an option when designing my regular troops.  Looks like a bug where the faction ability makes regular horses disappears from the shop but never replaces them with the warhorse.   Interestingly this may only be a bug with custom factions because Pariden has the warhorse trait and I have seen the warhorse in their shops.

Yeah, I can confirm the no-horses-of-any-kind version in 0.914 too. Some kind of bug within a bug mean that I was once able to buy a warhorse from Gilden for some reason, but since then I have to go to one of my rivals for regular horses or buy wargs from my own cities.

Thankfully I got one from a quest too, so at least my Capitar sovereign has an appropriate mount, even if his underlings are riding either wolves or shanks' mare.