» Wed May 30, 2012 1:31 pm
From the wiki
■If Shadowmere is killed, waiting in a main city for 10 days then returning to where he died should respawn him on both pc and xbox versions.
I would guess from that, that you need to go get him at the place he died.
I haven't had him die yet, so not sure if this works. I do try to be careful with him on mountain climbing. That's how I usually kill a horse.