Lucky he got them confused! In the UK at least, calling someone a horse doesn't really make sense, but calling someone a mare is fairly insulting.

That's pretty interesting. "Horse" is a generic insult for an ugly person, often a woman, in US slang, but "mare" has no significance.

And yet filly (a young female horse) is quite appropriate as a compliment or term of endearment for a fashionable lady in some parts of the world.

Does "mare" hold any sexual connotations?

Because in our case, it could mean that the female is attractive and has good physique esp. stature or it's implied that she has good sexual appetite/stamina and that's why it's best to avoid all these terms altogether and stick to plain and simple pickup lines :)

It's usually bad-tempered or band natured.

EG "a right mardy mare"

Probably NSFW for language http://www.townx.org/blog/elliot/insulting-british-colloquia...

http://www.urbandictionary.com/define.php?term=mardy

No, no sexual connotations

I don't think "mare" is that insulting either, an insult-lite at best.

Used in relation usually to being stubborn.

"come on, do your homework, you're stubborn like mare / you stubborn little mare"

Yes, sexual connotations.