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I think there must have been some physical difference. Not obvious, perhaps, but to someone who knew horses well they would be able to tell them apart relatively easily. For example, Legolas's "But there is another that strides ahead: a very great horse. I have not seen his like before." What made Shadowfax (and the other Mearas) great horses that you could tell just by looking at them? Perhaps they were larger, sleeker, and faster. Maybe it was just in their bearing, the way they acted. For myself, I think it is a combination of all of the above. They had all the attributes of normal horses, but they were mightier, stronger, more "powerful" horses.
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