Bird on horse: bay? (4)
I believe the answer is:
howl
'bay?' is the definition.
(I've seen this before)
'bird on horse' is the wordplay.
'bird' becomes 'owl' (owl is a kind of bird).
'on' is a charade indicator (letters next to each other).
'horse' becomes 'h' (synonyms).
'owl' put after 'h' is 'HOWL'.
(Other definitions for howl that I've seen before include "Cry like a wolf" , "Long, loud, emotional utterance" , "Shout" , "Bay - cry" , "Long cry of dog" .)