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Yes, the shadowbeasts would kill the animals. give a percentage encounter because there are stray animals running around, not all of them are killed.
Depending on the level of the cavalier, if you are a dm, run a fight with the lowest cr shadowbeast (1st mod bestiary) and the horse. The horse doesn't stand a chance with actual shadows without magic fang.
No, they don't enter homes. I personally think that people leave magical lights or candles on during the night, but whatever happens, it is clear from all the literature on Westcrown that unless summoned/created, they don't go into homes.