User blog comment:B214/Question & Answers 5/@comment-108.224.166.119-20150711153102/@comment-1359322-20150711163225

..... "[--[Pale horse]. That’s a high-level beast which lives in the deepest part of hell, Cocytus. It’s been said that famous devils and grim reapers ride on it. It’s also said that it’s a horse which brings death and destruction. It’s not an easy task to master riding on it. It has a violent nature. It's said that it will kick to death those it doesn’t like, including its master.]"

I don't even know why people think the Four Horsemen will have an important or be something unique when one of the 4 Horses: The Pale Horse is already mentioned to be rode by Devils and Grim Reapers. And Grim Reapers aren't even part of the Christian Myths in DxD.