Edit: I just came back to this and cannot get the idea out of my head that Artax remembers drowning in the swamp in vivid detail when he suddenly wakes up about to drown again, over and over

No they didn’t, that’s just a false rumor.

I just looked it up. There were 2 horses who played Artax so they could film continuously while not working the horses continuously. They trained the horses for 7 weeks to be comfortable submerging themselves up to the neck in mud. Still a wild thing to do to a horse but neither of them died