What happened to it? Just finished Dawnguard mq and I never heard of it once. Seems a bit odd?

You have to get Arvak in the Soul Cairn.

Ever came across a fellow looking for Arvak in the Soul Cairn? Do his quest and you'll be able to summon the flaming pony

@edit ahh, ninjas everywhere!

Aso, Arvak is not a demon horse. He is an innocent horse who is just a lost soul.

Arvak the undead horse?

Soul cairn side quest.

His name is Arkak and you get him in a Soul Cairn side quest.

His name is Arvak and you can find him in the Soul Cairn by doing a quest for this one guy.

There are quite a few hidden things in the Soul Cairn, including the ability to get Arvak.

Annoying annoying place but the goodies are worth it for my character.

Make sure you have enough mana to summon him, it's an apprentice level conjuration spell. If you don't want to bump your mana just get some item like a mage hood or something that gives you more. (Try to loot it though, they're expensive to buy.)

I was annoyed at first that it was an apprentice level spell but then it eventually led me to play a hybrid character which I really like right now. The problem is that if you are a vampire during the day with low magicka pool, no regen and no perks, it is hard to summon Arvak back to back almost immediately. Once you dismount, he vanishes very quickly. No mana regen = no ride.

I switched my pure assassin into a hybrid necromancer. Being able to call a horse on the fly is win.