Unable to help you at the moment, however...
As I'm sure you've noticed, one should never cross servers on horseback. In general, one shouldn't typically log out while on horseback, but regardless, it's also a bad idea to do anything related to one's horse (i.e. mounting/dismounting) until after the "Your soul is bound..." message is shown in the combat window. All of these things can cause this particular problem.
Just a little advice for next time.
Also, jumping back and forth between servers won't generally fix it.