All of you are correct. Marilyn is a horse and Rensley has cherished her since he was young. He murmured/mumbled her name in his sleep because the thunder reminded him of the nights when Marilyn stayed in the stable during storms (novel chapter 3.3 (Also referred to as chapter 9)
I was thinking this too soon as I saw him say they had to part ways with each other because the journey was too difficult like sorry you’re not bringing a woman to your forced arranged marriage that’s a fucking horse bro.
It's 100% a horse lmfao