After defeating Alduin and getting sent back, I decided I needed a new horse, the last one got mauled by a sabre cat while my character was fighting an ice wolf, anyway I head for solitude stables and without thinking to check I purchased a horse, the vendor replies it's the one with the saddle, looks, no saddle, no damn horse!, so I wait one hour in case the game is delaying as it tends to do sometimes but still no horse, so I head to Whiterun stables, the vendor is selling, but I'm not buying! no horse saddled or otherwise!, I mean non, not even unsaddled, the only horse remaining is the one tethered to the carriage.

Is this some kind of revenge, has Alduins minions stolen all the riding horses.

PS. I'm gonna pick pocket that vendor who took my gold for nothing in return!

Clearly, you've burned through so many horses in your game that they've become an endangered species.

go to one of the stormcloak or imerial camps and steal one of thier horses. Also I have seen one in the mountains near helgen if heading east. Just standing along the road with no owner around. Or if you have no problem doing the darkbrotherhood quest, Shadowmere makes for a great horse.