At about the same time that Henry tells Longmire that the horse is dragging a man behind it, the supposedly dead man being dragged can be seen moving. In specific, he holds his head up and actively rolls away from the camera.
After Travis pulls his gun on Branch, the gun switches between cocked and uncocked between camera shots.
When Henry is following the horse dragging the dead guy in his truck, he is directly behind them. The camera view switches and suddenly Henry is way off to the left and to the side of the horse.Then switches back to being directly behind the horse again when the horse is approaching where Walt is standing.
After Walt lassos the runaway horse the dead guy being dragged disappears. You can see only the dust trail from Walt being dragged and not the dead guy.
The horse is referred to as a mare but the looking from the side view of the horse used in the show reveals that it was very much male.
The confession obtained by Longmire would never stand up in court because it was given under duress. The confession and all the information obtained with it would be excluded. The killer would walk free and a conviction would probably be impossible given the lack of evidence.