i have a question, 我心裡頭有個疑問 where is my horse, 我的馬兒到底跑到哪兒去了 i must get sick to find it, 我一定是太過想要找回牠 i still have hope 所以我始終還是懷抱著希望

it should be: 我有一个问题，我的马在哪里？我知道要找到它可能会很困难，但我仍然抱有希望。

我有一个问题。我的马在哪？我很懊恼，但希望可以找到它。This is the free translation of your sentences! by the way you have to pay attention to these two words:那&哪 the former means there, the latter where. in chinese when a character is combined with 口 like 哪，啊 呀... THE MEANING generally has something to do with emotions and quesions. if u have problems, donot hesitate to ask me!

it's something like, "i have a question, where is my horse, i must get sick to find it, i still have hope" I've extrapolated Russian grammar here )

yes,that's wrong.you want to say your horse got sick.and you want to check why? 我有一个问题，我的一匹马在那里。this made sense.but the rest didn't.