Obviously as pets rely on the taming system, finding tamed pets shouldn't be a problem -- and the proxy system could be extended to cover pets. There should be an option to ignore sitting pets, and a method of "unsitting" all pets.

However, loading pets (and horses) out of unloaded chunks would prove to be the main obstacle, as this is generally what causes the most issues.

Possible idea: hooking into chunk unloading, finding pets/steeds(?) and teleporting them to the player?