Sea-Based:
* Hippocampus: This is the actual name of a sea creature, but it is also a part of the brain, adding a link to your second idea.
* Sea-Steed: A straightforward combination of "sea" and "steed."
* Oceanic Charger: A more epic name, evoking speed and power.
* Abyssal Courser: A name that hints at the deep sea's mystery.
Brain-Based:
* Mind-Charger: A name emphasizing the horse's mental nature.
* Thought-Steed: A more poetic way to describe the horse as a mental companion.
* Inner-Rider: A name suggesting a horse that embodies one's inner self.
* Cognito-Steed: Combining "cognition" and "steed" for a more technical feel.
You can also be creative and invent your own name!
Ultimately, the best name for your mythical horse will depend on the specific characteristics and role you envision for it in your story.