Calvin: Assault Group sells separate horses and, as they were sculpted by Nick Collier, they are probably not too different from Bicorne horses. Whether they will fit Bloody riders, I do not know.
Empress Miniatures sells horses sculpted by Bob Souter in their TYW range (similar horses to those supplied with the Bloody riders), but they come without saddles. They also sell these horses with saddles in their ECW range, but you would have to buy them with riders and then sell-on the riders. I should say that although the Empress horses are similar to the Bloody ones, they are not identical because they are fatter than the Bloody ones and you might have to carry out some surgery on your Bloody rider and/or Empress horse to make them fit together.
Personally, I find the question of horses for my TYW collection a bit of a nightmare. I've bought Perry ones, but they are only sold with riders and they come in very few poses. I've bought Calpe ones, but they come without saddles and their reins are for a later period. I've also bought Medbury ones, but they come without saddles and they're resin. At the moment I'm waiting for Medbury to bring out some hard plastic ones, but they will need saddles and may need surgery to make them fit my Assault Group riders.