Ridable Winged Horse Is there a horse that a minifigure can ride and you can still put wings on?  I've looked at several sets and they all have pieces in the 'saddle' section to hold the wings.
The Black Horse, Skeletal with White Eyes Pattern (Thestral) from the Harry Potter / Fantastic Beasts set "Grindelwald's Escape" has a "saddle" section which is 2x2, instead of 1x2.

This would allow you to connect use both Wings a MiniFig, each using 1x2.  However, it doesn't exactly look like a regular horse:


Or, potentially, you could try combining Horse Saddle with Two Clips with a pair of either Bar 1L with Clip Mechanical Claw or Arm Piece with Tow Ball and Clip, to rotate the connection from Vertical to Horizontal, and connect wings to that.  I am not sure if there is enough clearance at the sides of the saddle to orient these correctly though.