Dark Cold One
Dark, feral beasts indigenous to Naggaroth, tempted from their damp, warm caves to bear the Druchii to battle.
When compared to the Dark steed mount most of these characters have access to, the Cold One offers some notable advantages. First, it causes fear which is always helpful for breaking enemies quicker. Second, it provides a 20 armour increase, this matters more on lower armour units like the sorceress and supreme sorceress, but is helpful regardless. Third, it substitutes base damage for armour-piercing damage which is always great to have on characters so that they can handle a wider variety of foes. The only downside when compared to the dark steed is the loss in speed from 90 (very fast) to 68 (moderately fast). While the unit will still have mobility to get around the battlefield and avoid infantry, it won't be catching much in a direct chase. You could consider using Witch Elves to tie enemies down or Dark Riders to catch an opponent while Cold Ones catch up.