The Winter Phase is when you resolve everything that happened that year that wasn't part of the adventure(s) you were involved in. Which includes the birth of children, among other things, some of which you can deduce from my post. It's assumed that the routine activities of a knight include finding time to visit their mistress, their lands, perform the service they owe their lord, and so on. As a general rule in Pendragon, things happen as a result of dice the PC rolls, though there are exceptions that I'll partly explain below.
Anyway, going through the examples one by one:
Any woman with which you have a Love(her) relationship has a chance every year to get pregnant, varying depending on their age and other factors such as the land being laid waste that year. An Amor(her) doesn't have the same chance, since it's a chaste love that has not been consumated yet - when it is, it becomes a Love(her).
My brother got charged with stealing horses as a result of a special event happening. You roll for one (and there's a chance of two) every year, and then what it is and who it happens to. In this case I got a Scandal in the Family, happening to my brother, and something involving a crime. And there had been other events that made for a sensible bit of story, involving my brothers' pride, a family rival, and a group pf knights whose bravado exceeds their brains. That took some resolving, and made an interesting side-adventure in the following year's activity. I could provide more detail, but basically Hervith ended up fighting a duel with the family enemy, winning, and forcing an aoplogy and compensation from him - all the while knowing that the accusations were true, as our investigation turned up. Fortunately none of the other PCs felt compelled by their Honest trait to blurt out the truth.
The other special event was a death in the family, and a random roll made it the oldest family member. There are options to keep track of every family member, to see whether they died for some reason, but that can get quite complicated after a generation or two when the family tree is large.
The good harvest was a result of a check against Stewardship, which is the skill that determines how successfully you managed your lands this year - or in this case, how well your wife managed it. (For someone with lots of manors, you probably have stewards to manage most of them.) That's a small amount of extra income for the manor, and in this case the explanation is that the harvest was really good. My villeins worked exceptionally efficiently, and brought in more of the crops more quickly than usual, which meant they were also able to perform some profitable tasks for themselves. Everyone feels happy, and their relationship with me went up (Loyalty(Lord)+1).
And the horse died as a result of a fumble roll in my horsemanship skill, which you check every year for all your horses. For a rather well off knight banneret like Hervith, it's not really a problem as he can afford to replace it. For one of my other knights in a different campaign, who lost one horse when it was killed under him in the melee of a tournament, and then lost another in the winter phase, it was a disaster. He hadn't got the cash to replace either and was forced to spend the next year fighting on foot as a sergeant, while Arthur's armies campaigned in the North. Shameful for him, bad for his reputation, and also more dangerous than fighting as a mounted knight.
I am quite certain that a lot of things that appeared in Pendragon subsequently made their way into Hero Wars/Quest. The integration of passions into the character sheet as s source of inspiration/augments, the significance of loyalties and relationships, etc. I think they're more fully worked out mechanically in HeroQuest, but the idea that fighting for something that matters to you will have an effect on how well you fight appears here.
As for consequences of the events, they can be the source for side-adventures weaved into and around the plot for the next year's activities. Riding around Salisbury tracking down a bandit gang preying on the King's Road gave Hervith opportunities to investigate the falsehood of the accusation against his brother, and to find proof that it was part of a plot by someone else who can be denounced, fought, beaten, and publicly shamed.
Pendragon arguably is a game not about a single PC but about a family. On the expected "one adventure per year" schedule, there's plenty of time to play through several generations of a family. The Great Pendragon Campaign, starting in the time of Uther and ending with the death of Arthur and Mordred, goes through the period year by year, saying what events happen and how a knight from the "expected" starting background of Salisbury, is affected. I've never played the whole thing or run the whole thing myself, though I've read one or two accounts of people who have. In this sort of game, heirs are important and children have time to grow up and become knights/ladies themselves. And to poison each other for the inheritance, of course.
