A common mistake when writing adventures set in deserts is to assume that the climate is too ferociously hot to wear armor. Historically, most battles in deserts involved troops dressed in protective armor. Although they would have been miserable during the hottest part of the day or the hottest part of the year, desert weather isn't intolerably hot 24/7.
Next time you're contemplating a horse variation, but don't want to get too dramatic, how about a Zorse? An offspring of a zebra stallion and horse mare. In nature they are infertile, but in a fantasy world, not necessarily. They are also known to be extremely cantankerous.
"It soon became apparent that zorses are not the most easiest of the equine family to get along with." -- Trainer Pat Parelli, on working with zorses