I have priority, and My two horse models charge a foot unit, so I get 2 attacks/dices per horse (and +1 to damage). In my opponent turn, he charges against one of my previous horses, so we have now two separate combats (horse vs foot, horse vs foot). What happens to this second horse, the one charged? Does it lose his second attack against this new unit?

No, it still counts as having charged into combat that turn. Counter-charging by infantry does not effect that, even if the counter-charge breaks a rider off into a new fight.

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