how do you get that?
You need to have already enabled the bestiality option.
I don't know when exactly it happens, but keep submitting to feral animals and eventually the game will understand it (to be sure if it is enabled or not, go to Bareshade and choose the Outdoor fun, if there is an option "Stray dog" than it probably is active.
I think to trigger this scene you need first to meet him at the track on the scene with him and the other caravan guard. He'll say something about you already had sex with a horse and that's it.
Than you need to go to bareshade and, on the Outdoor fun option, choose the Caravan (there are some specific days they are in Bareshade and you can interact with him and Torben but I don't remember exactly which). The Caravan option has like, some 4/5 different scenes, so, it's a random chance to get this scene with Gunnar and the horse.
I do remember it started with you confronting him.