The Dämmerlichtreiter form is more what I originally had in mind, but I actually really like the Winged Lancers idea. Apparitions are manifestations of fear and the deal with Winged Lancers is that the sound they make inspires fear in their foes, that would be a nice thematic fit even if we didn't know that the fear effect is quasi-magical. Add the fact that they're from Kislev, and Mathilde fought alongside them and works with a Kislevite spirit binder, and you have enough clues for any Grey Wizard who's curious about the origins of the spell to reach a wrong conclusion that'll make them feel clever.