RtS,

there's no sea lion in the film. But I bet I know what they used it for: Hagrid feeds Buckbeak weasels in exactly the way you would feed a sea lion fish, and the "snatch and grab" movement of the head is something you'd never get a horse to do. So I bet they were using both the horse and the sea lion for reference shots to paint over with the CG hippogriff later.