there is no way to teleport you horse. The best way to move your horse long distances is
1) ride them the long way
2) go to the nether
3) put a lead on them and fly
I suggest riding them but I will explain why.
if you ride your horse in the nether there is a higher chance of it dieing (e.g. lava)
if you can fly and you take your horse via lead then you must make sure you don't go too fast or you lead might break due to the distance between you and the horse.
Also while the horse is flying on the lead their fall distance is increasing which means over a period of time if your horse lands the horse will die instantly, unless your horse lands in water.
Hope this helps