##No! She lives!
No! She lives!
While this was one of the most heart-wrenching deaths in Wheel of Time, much like Hedwig in Harry Potter, it apparently didn't happen.
The Wheel of Time Companion has this to say, under this character's entry:
She was thought to be dead, but unaccountably survived. In the first years of the Fourth Age she gave birth to a strong colt and a splendid filly and retired to green pastures in the Two Rivers.
However, the foreword to the Companion states that there may be errors or continuity issues, so it's still up to the reader as to whether or not this extended glossary is truly canon.