I have an on again off again horse themed collection since my wife and I are horse owners. I have completed all three Kinney sets (N230 to N232) with N231 - Great American Trotters being a real challenge. I've made minimal progress on Allen & Ginter World's Racers (N32), although I do have one of the albums (see below.)
Generally speaking, you are already on the right track by looking at pre-war British tobacco issues. I've got a list of such sets, though it also includes other sets that feature horses like the 1910 BAT Drum Horses and the 1912 Wills Governor Generals.
I need to dig out my duplicates from storage, but can probably help you get started on the Kinney sets.
