[Asturian horse]
It says this breed in Ireland, perhaps cross-bred, was called hobby horse or palfrey. That word appears in Jock of Hazeldeen.. palfrey fresh and fair... any connection?

According to the OED, the word "palfrey" is Latin originally. It occurs in every Romance language and was first used in English in the 11th century. It refers to a size of horse rather than a specific breed.