That's a ... err ... hmmm ... um ... "unusual" crossbreed you have there sir. So unusual that to be honest I was absolutely stumped when I actually read what the thread was about.
Well ... Goldenrod comes to mind (if you will excuse the unintentional innuendo) ... but not much else.
Possibly look at the back of Tolkien's books for elvish vocabulary and piece together "gold-something" in elvish. That might work.
Of course you can also go with names that have nothing to do with flying gold horses. Like Sam. Or Ryan. Or perhaps something like Thundercloud or Nests with the Eagles. Just about anything works except Peg the Pegasus. (Unless it's THAT kind of campaign....)