Arya hears the distant, otherwordly echo of a neighing horse; she realizes something else is there with her on the dead street, and she lifts her gaze …
The camera pans from Arya to the rubble and skeleton-filled street where a pale horse stands, riderless, apparently watching her. It’s a fantastical image. The horse could simply be nothing more than another shell-shocked survivor but, from the first moment we see the animal, it seems that it is waiting for her — a pale horse waiting for its pale rider, perhaps.
It’s here, at the appearance of the pale horse, that the visuals of the sequence change. arya now stands in a column of light amidst the blackened wreckage. She is slightly silhouetted so she looks more pale grey, almost like a granite statue; she is the same grey color as the dead girl and her mother, the ashen color of death.