Possible Clues:

• Husk of oats and bits of edible bran carried by horse?
• Horse feeder
• Brush cut up, fed to horse -- in this?
• Begs on a train for something for the horse
• No point going to Spain to secure what satisfies the nag
• Horse's fodder pouch
• Suspended food supply from East African country (directions enclosed)
• Horse's feed container