I think if you can find a way to be ok with going then go. But I think given what it sounds like if you cannot find a way to be ok with it that it is totally reasonable to not go. My dog died on my lap when I had to put him down (vet came to my house) and it was a really hard situation and he went very peacefully. I cannot imagine how hard it would be if it was like it sounds like for your horse. I think you have to do what is the best possible situation for everyone knowing that none of the options are close to good. So sorry. Hugs