CK2 let put a horse named Glitterhoof on your council and then have sex with it, so that would be par for the course.

Was it ever clear if Glitterhoof was real, or a hallucination?

Here is the story: https://imgur.com/a/K1utf

Note that this was unintentional ;)

A reference to Caligula?

I recall a Game of Thrones mod for CK2 that seemed like a very appropriate combination.