Hi, and sorry for bothering you again.
Something just happened. I'll develop the entire sequence.
I bought and filled a water bottle, went to the desert, lost my horse and some luck points. I got back to the town, bought a new horse, (filled my water bottle, in case it's important), until there no problem.
Then I entered my boat, sailed a little and lost my horse and a luck point again. I don't think it's normal (and I also hope it's not

).
EDIT : I forgot, but just in case it wouldn't work as intended, I started walking near the ocean as soon as I got the message that I missed water, no idea if it should have helped me or not.
Yann