Doing a Companions Quest, sent to these towers to retrieve a shard of an artifact.
Horses in Skyrim or Oblivion will attack and fight, like any good trained war mount will do.
Frost bulldozed into the tower entrance along with the Dremora lords I summoned, and climbed up narrow stairs inside the tower and attacked foes on this narrow bridge after the boss was killed in a cramped room with the raging horse. It sure makes for close quarters fighting.
Fortunately fast travel is an easy way out, instead of getting Frost to go back down! There's a mod that allows for better control of horses, even having them flee fights or move out of the way. Also fortunately Slof's mod for Frost marks him as "essential" so he isn't killed, just staggered at 0 health.
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