"Incubus" is the dark horse (9)
I believe the answer is:
nightmare
'incubus' is the definition.
(I know that incubus can be written as nightmare)
'the dark horse' is the wordplay.
'the dark' becomes 'night' (it's dark at nighttime).
'horse' becomes 'mare' (mare is a kind of horse).
'night'+'mare'='NIGHTMARE'
'is' is the link.
(Other definitions for nightmare that I've seen before include "Terrifying experience" , "that might upset the rest" , "Scary fantasy while asleep" , "dreadful experience" , "He joins migrant in scary illusion" .)