Don't know about horses, but from 'Bygone Birkenhead', J R Kaighin, 1925:
"The Mersey is a noble river, and often presents aspects beautiful and magnificent in the changing moods of the seasons. Because of its ceaseless flow, the continual passage of ships up and down its stream, and the briny character of its water, one concluded it was impossible for the Mersey ever to become frozen over. But one winter, to the writer's personal knowledge, this actually happened. The volume of fresh water poured down from its source formed into blocks of ice; they increased and became adherent to one another. Soon the passageway across became impeded, gradually the ice formed in a solid sheet from Cheshire to the Liverpool side, and a way had to be made and maintained for the ferry boats to ply to Liverpool."