WHINNY or NEIGH
The neigh starts out as a squeal, but ends up a nicker. The neigh is not a sound of fear. It is used when a horse is being separated from others
"IS ANYONE ELSE THERE?"~ The horse neighs with it's head high, looking around for other horses or people. The horse usually neighs several times (if the horse neighs after a companion has answered it's neigh, it is usually saying "Where are you?".
"I AM HERE"~ A returned nicker made by a fellow horse who hears the original horse's question. This response is also a nicker, meant to tell the other horse that it's not alone.