It's going to take me a while to get around to painting him so for the sake of providing rapid feedback here's the unpainted version:
As you can see, the Chaos Knight horse is stockier but not really any bigger than a Black Knight/Hexwraith horse. I had to clip the inner wing-things from his boots to fit properly but you could probably get away with it on a slimmer horse model, and it's a very minor modification anyway. If there's one thing I suggest, it's that you pick a horse with a somewhat dynamic pose, the way Mannfred's cloak is billowing it would look best if there's a sense of motion with the mount.
Also just to note that Chaos Knights come with a 75x42mm base, while mounted Vampire Lords require a 60x35mm base, so it'd be helpful to have a spare one of those around (thankfully I did).