I am positive that whilst watching a documentry, which mentioned the rumoured death, they traced its roots to Prussian or Polish soldiers.....I'm not sure which, whatever army they were at or had been at war with I guess, anyway, It is the type of thing soldier would have come up with. Anyway, Catherine was was an old woman at the time of her death, a horse having been dropped on her would have killed her straight away, but she lay on her death bed for i think a day. Anyway, it could also be contributed to her love of riding, but this was a form of escape, particularly during her hostile marriage with Paul, besides, as everyone knows, she had many lovers, she didn't need a horse!