I don't know if this Amalie was even actually heart-broken, but if she was then the legend could have a core of truth to it: perhaps a part of her (white horse) soul was carried off on the (etheric) flow of grief.... Maybe she got over it by age 81 though.... You gotta love a rock with a legend!
Seems there is still some superstion about that sky bridge, with you sending your brave dog over it first! Is the moral of that tale that dog's don't have souls and the devil didn't take it, or that the devil had a hard time of it taking the soul of a(n untrainable?) dog? Where does the cheating lie? I think coming home with a dog(like yours!) would be much nicer than with some smelly human traveller.