Kelph

A kelph (pl. kelphs) is a supernatural water horse found in the Earth's oceans. They had close interaction with the sirens, akin to horses and humans. They can be easily frightened by non-aquatic peoples and animals, to the point of creating a large stampede of rushing water.

Biology
Kelphs take on the form of a tangible watery horse. How they manage to maintain a liquidous form remains uncertain, as none have been successfully captured for study other than the sirens. Even though they are susceptible to electricity, the remains of a kelph do not maintain its form, suggesting that kelphs can shapeshift.

They have been observed to gallop faster than typical horses, at least in a frightened state.

Behind the scenes
The kelphs are based off of the kelpie from Celtic folklore.