Not really sure if this is an advice or rules question so feel free to move it.
I'm considering getting a war pony or two to act as a baggage animal for a weak character. They are medium so I should be able to get them where I want them and a lot more affordable for a level 2 character than a magic item. The war part makes them come with tricks, so getting them to stick around should prove easier.
What I don't know (having played all of 4 games) is how pack animals would respond in combat. Assuming they aren't directly attacked should I expect them to attack, run away or stay put? Attack isn't really ideal and I'd sooner not have to chase down my stuff after every fight if I can avoid it.