Missing passed horse

This may seem odd but my pony died nearly a year ago and I am currently being plagued by dreams that he is still alive in the yard I left and he’s just been abandoned in a field. I find it extremely distressing and I struggle to rationalise to myself he’s not really alive to the point where I’ve driven past where I feel like he is to just check. 

My pony was the love of my life and my absolute best friend. I miss him so much. 

Has anyone else experienced this? 
I lost my father and didn’t feel this way. Is there something wrong with me?