Sitting Bull and Red Cloud were both Lakota, which makes this very convenient. The Lakota word for "horse" is šuŋkawakȟáŋ. For comparison, "gun / rifle" is mázawakȟáŋ, and "alcohol / liquor" is mníwakȟáŋ". Šuŋka, máza, and mní mean "dog," "metal / iron," and "water" respectively. Wakȟáŋ, the common element in all three, means "mystery / mysterious." It's most famously used in a religious context, where it can refer to spiritual power or in the phrase Wakȟáŋ Tȟáŋka, the Great Mystery (sometimes rendered as The Great Spirit in English). In the context of horses, guns, and alcohol (along with a few other words), wakȟáŋ takes on slightly different meaning. They're still mysterious, but not because of some special supernatural power, but because they were, at one time, new and not yet fully understood. Wakȟáŋ became an element in words referring to things brought by Europeans, as did máza, which, based on its name alone, makes mázawakȟáŋ the most iconic European import.

Sitting Bull and Red Cloud could not have spoken of horses without being reminded that the animal, like guns and liquor, had come from Europeans originally.

Hi there! While it's not about sitting bull, it is important to note that horses are native to the Americas, and were brought over the land bridge to Asia before becoming extinct in the pleistocene.

The organization "The Cloud" is quite dedicated to horses, and they have an interesting article on their reintroduction to the Americas http://www.thecloudfoundation.org/reading-room-faq-s-articles/wh-returned-native/140-new-evidence-rewrites-time-for-american-horse-extinction

Horses were reintroduced in 1513, centuries before Sitting Bull. In that time they became ingrained in American culture and flourished in the great plain that had developed in their absence. They were key to warfare and mobile lifestyle for many people traversing the expanse that is the heart of America.