I'm very sorry to hear that Zoobie. There does seem to be a lot of it around, especially trailers. Have you seen any of the HORSEWATCH advice that the police have put about? I'd take every precaution you can. Hope everything is ok.
Sounds like they were after something specific. I'm sure your horse will be fine just make sure all exits to the road are locked to make sure he cant go anywhere.
We had our barns done and they were clearly after petrol. They emptied the lorry and several cars stored in the barns. They didnt come back again. Touch wood!!!
Make sure that all your horses are freezemarked, your tack postcoded and your lorries and trailers postcoded on the roof with fuel immobilizers fitted to the lorries.