Horses are very alert and quick to let you know when something is hinky.
Balog is correct. Horses quickly become possessive of their territory and are alert to what "is not right" with their surroundings. A person who bonds with their animals, which includes horses, and pays attention to the animals, learns to pay attention too. Back when I had 40 acres and had horses, we also had a pair of nesting Ravens. Anytime something was amiss they would fly over the house and yell at me. I quickly learned they were telling me something I needed to know. My wife at the time had a little PIA Pomeranian that would get out of the acre fenced around the house and the ravens would let me know where he was. I considered not going and getting him, but it is not my nature to deliberately let harm come to any animal.
I have been doing some building on the property and it could be someone checking out what I have, but we have been away for months in the past and nothing has been disturbed. A guy came up my driveway from the dirt road 2 days ago supposedly looking for the folks around the mesa from us, and looked like I was thinking of doing him harm when I turned quickly. I had the generator running and so did not hear his car. That is the first time anyone has done that. I will be putting a gate in ASAP.
I am hoping that nothing is going on, but will do some checking around. The valley we are in connects to a couple more south and west of us, and I think there is a dirt road which heads off in a southeasterly direction, but usually the gate is closed and inaccessible. I have not done a lot of exploring of the roads other than by satellite mapping and they are not updated maps. It may be that folks are developing homesites further back in than we are and I just don't know it yet. I will soon.