Not that this is a fix but I ran into the same thing a week or two ago. The leading thing is becuase of the caravan, you'll need to lead it on the pier, tell it to wait then lead the horse on. To be honest I do not know what happens on the ferry becuase by the time I had figured all this out I had to get ready to quite so I stabled the horse (and not had it out since) and waited until I heard something back.
I haven't and it is nice to see that it wasn't just me, yes I thought I was doing something wrong verb wise even though I was doing everything the same I had been.

Me 'n Another

Going from Lemicus Square to the pier to catch the ferry with a mount has been broken for at least 13 days. It has been posted about, assisted about, and bugged. Today I assisted again and finally was given the information that work on P5 has been delaying anyone looking at the problem. You cannot ride your mount from the square to the pier. You can only lead your mount to the pier if you are not also leading a caravan. And today there was a period where you couldn't lead a mount to the pier at all, with or without a caravan, but fortunately now it is back to you can at least lead there if not leading a caravan. Since the hassle of 'dismount, lead caravan to pier, tell caravan to wait, go back for mount, lead mount, go pier, tell caravan to follow' has already caused me to miss ferries that were docked when I got there, I have started leaving my pony standing and just boarding the ferry on foot with my caravan. I don't like leaving my mount standing unattended, but I also dislike like missing the ferry when it is right there.

Bard Lydaiva's (and others) player