Horse and the gun are for peer to peer transaction through an attached wallet. SN is trying to encourage stackers to attach their own wallets instead of using the custodial wallet. The horse is for zaps received p2p in an attached wallet and the gun is for zaps sent p2p from an attached wallet. Thresholds are fairly high compared to the hat. You need to send and receive 1000 sats p2p to maintain the horse and the gun.