So far I am just two episodes through, and Sanzoh has been on foot the whole time.

In the first episode, they encounter a dragon who is making it rain fire, and Goku (Monkey) ventures out and finds a young woman (theif) called Rin Rin who appears to tolerate the fire rain. My first thoughts were that she MUST be the Dragon. I've seen the dragon horse depicted as a female atleast in one other version of Monkey (the monkey magik cartoon)
She appears to just be a theif who they encounter (in every episode?) and not the dragon horse. I wonder what made the people behind the new show drop the horse? The team seems incomplete.

I'm at the fifth episode and there's no horse either. Maybe Shingo has an aversion to horses? XDD Hmm..... or maybe they thought that having a horse on the set would be too troublesome????? @@ Dunno? Or perhaps, a young pretty girl draws a larger audience than a mere horse lolz! XDD