It happened to me when I entered multiple competitions. The first competition worked fine. The second one my horse left the lot but my sim came back from the first and wouldn't leave againa. The horse was stuck outside the lot and calling it back wasn't working. I entered a 3rd competition in hopes it would prompt an action for my sim, but the 3rd horse left but my sim continues to stay on the lot. Now both horses were stuck outside my lot.
I went into "manage worlds" and loaded back into the lot. That worked for the 2nd stuck horse, it brought back the "join competition" action on my sim for the competition and my 2nd horse came back.
It didn't fix the glitch for the third competition, and the 3rd horse was still stuck outside the lot. No amount of reloading the game fixed it.
I exited the game and removed all mods and reloaded.
I eventually used a teleporter mod and brought the horse back to the lot
