Secret ‘special’ forge

There is one - his name is Frost, and he belongs to Maven Black-Briar.

He is the only horse with a pedigree (his father is listed as Sleipnir, so take that as you will). If you hang around Riften, you will be approached by a guy who wants you to steal Frost for him. After doing so, you can decide to keep the horse by yourself (though you need to kill / intimidate the quest giver if you want to do that).

That said, he's a totally average horse otherwise. Barring console command chicanery, he's just the same as all the other non-essential horses.

Very odd - I found the wedding ring on the witch myself, so it does sound like a glitch. Unfortunately as an Xbox user you can't abuse the console into solving the problem.

If I remember correctly if your speech is high enough, you should be able to persuade/intimidate Ysolda into telling you the next location for the quest. This looks to be your only option if you don't want to pay.