Okay, for starters, dun coloured horses are a golden brown colour with primitive markings. Similar to a buckskin, but with a dorsal stripe. Dun coloured horses are rarely any other colour, and a black dun seems unlogical. My best bet, judging on the game's other horse colours. this colour is most likely a diluted grullo colour, or at very least a bay. Not a dun. Spirit, the stallion of the cimmaron, is a dun, this is not.
Sorry if I'm coming off a little harsh, I've grown up with horses, I know their colours (and the genetics, irrelevant though). I'm a country person, things like 'a black dun dun' just....makes no sense and annoys the OCD person within me.
Argue with me if you see fit, but take a look, a hard look, compare the grullo to it and you'll see what I am. A possible roan grullo, if possible.
Ignore the child movie reference, only way I could make a point without using Google.