I've only continued on geld 400 and free range 400 because I was already too far for skipping lol. But also I just kept them at 2 slots and was able to use 3rd for questing. I've finally done the geld quest today, so now I have 2 quest slots.
just win 1st in a horse show, no specifics! checking my sow reports I should have gotten some... but if yours worked then maybe I am remembering wrong and didn't accept the quest until after shows ran.
I caught my WWW boy with a Sherpa so I will never disregard those. I like crafting them as I don't really use the items for anything else - I also get planty of them from my explorers.