So I found War and Pestilence. As I was riding through Mexico (can't remember where), I got the "mythical creature" warning, looked around and saw a dark horse. Parts of it's skeleton were visible but it didn't seem to have locusts around it. I broke it but didn't receive the Famine intro. The horse was fast but hard to steer; I had to work to get it going in the direction I wanted. I gave up after a while and went back to riding Pestilence. I've sinced finished and am riding Death. I'm still at Rank 4 on the 4 Horses Challenge. Can I assume that horse wasn't Famine? I've been wandering around trying to get it to reappear, but no luck so far. 
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