In Ezekiel 26:11, this signifies the love of learning or intellectual things. (Arcana Coelestia 3727)

In Revelation 6:2, this signifies the love of understanding the Word. (Apocalypse Revealed 298)

In Zechariah 12:4, this signifies that the intellectual should be filled with falsities. (Arcana Coelestia 2383[2])

In general, 'a horse' signifies knowledge or understanding of the Word. In an opposite sense it signifies the understanding of the Word falsified by reasonings, and likewise destroyed from self-derived intelligence. 'A dead horse' signifies no understanding of truth from the Word.

Many translations of the Bible often use the word "save" in a secondary way, as a synonym for "except." In those cases its meaning is clear. To be saved or rescued means getting true ideas that we can hold to even in the face of a storm of false thinking. Sometimes these can be profound and simple truths like "the Lord loves me and wants the best for me," the golden rule or the 10 Commandments. And if we pray to the Lord asking sincerely for His help, He will put in our minds ideas that can help us.