How to make the horse stop following me

Yes. The path of an almanac page is predetermined, so you can learn where it will go, beat it there and then just wait.

They tend to follow obvious free running paths anyway, so they're generally not too hard to catch unless they go over things like rooftops and the like where you don't have a path to follow.

The only way I've noticed it works for me is when I have a enemy that you can usually counter with B, and then hit X to do an assassination kill.

When the other guards are about to fire, and you are near one of the easy guards that I described above, look at the HUD on the bottom right, at certain times you will see the A button show different text for you to grab someone for a shield.