The question is: is there any non-cheat way of getting Shadowmere and Cicero as a follower after completing Destroy the Dark Brotherhood quest? Or they just disappear after you end them? Cause I went on the road between Loreius Farm and Whitewatch Tower and there was no sign of Cicero's carriage like it says on the wikia. Anyone tested this?

Nope.

Especially not Shadowmere, since he is the undead horse of Lucien Lachance.

Ok, now can someone tell me the console commands way? I really want a sneaky follower, but Shadowmere not that much since I don't use horses...

Get Aela, she's very similiar in terms of skills, except she's not invincible like Cicero, but you don't have to cheat.

Shadowmere is actually pretty darn fast, and is nice to use if you have a really far location that you can't fast travel to.

I thought about Aela, I'm at the "recovering the fragments of Wuuthrand" quest, so I guess after this she'll become available.

And about Shadowmere or any other horse: mine is dead for about 15-20 levels and I'm 64 but the thing is I've discovered over 95% of the map, so there are no "far locations" for me

I guess I'll try this thing with Aela after all, thanks for replying