Have a technical question you can't find the answer to in FAQ's? Ask it here. Game problem questions that do NOT pertain to things like training advice, what would my horse do well in, how much is it worth.
It's really annoying, but yes you have to delete them all separately. I remember when I got my first sponsor and I made a club for every horse... It had a cool banner so the club had tonnes of members. I spent days deleting the horses and ended up with a sore wrist
Ugh I know :/ I got this sponsor account years ago when its original owner left the game. And I never got around to deleting the original club members so I could make my own.