Since follower, monster and item level will scale according to player's character level, then what is the minimum level I need to achieve so that all of them will scale to maximum level?

Btw, I have another question which is how can I stop Shadowmere or any horse following me? Hopefully I do not need to kill any of them.

I have heard you dont get the best items (daedric) until level 46, and that the few artifacts that scale, also dont cap out til that level.

You can see a complete list of all leveled magical items in the game http://www.uesp.net/wiki/Skyrim:Leveled_Items. For basic weapons, click http://www.uesp.net/wiki/Skyrim:Weapons#Leveled_List_Info, for basic armor click http://www.uesp.net/wiki/Skyrim:Armor#Leveled_List_Info.

Enemies will stop scaling with you around lvl 50, except for guards I believe.

The only way to get rid of Shadowmere is to kill it. It'll respawn at the pool where you got it a few days later though.

Followers will are auto scaled to you the second you first entire their cell. Unless you plan on never touching certain areas of the map (for example Azura's shrine) its gonna be impossible to avoid locking a companion at the level you are at at the time. Also companions are supposed to lvl with you until you hit the cap so there really is no optimal time to get them unless you are playing on PC and use console commands to "disable" and "enable" them to fix their stats.|

As for items most of the important ones (at least for me) like the Nightingale Bow and Chillrend are scaled until lvl 46. So get to lvl 47 to be safe.

You can't get horses to stop following you unless you kill them. Shadowmere respawns every 15 days so that isn't a big if you have him though.

Is this confrimed that it's actually immortal ie it respawns? When it respawns, does it instantly start to follow you around again, or is it just standing there?

I've killed it and picked it up again. You have to go and collect it before it follows you.

Oooh, good piece of information here. I used the poor thing as a cushion when I fell from that cliff.

Can anyone tell me how many in-game days?

Either 15 or 30. It's not as long as it sounds.

I waited for more than 30 days, but it is not there. I use console command to move to Shadowmere, I arrived where Shadowmere die but it is not respawn on that location as well.