Could be Tobe Hoopers “Living Nightmares” (AKA Night Terrors, 1995), where Robert Englund plays the Marquis de Sade (and, between cuts, his descendant in modern times). Think the horse riding scene took place in Egypt.
Not a bad flick but concerning de Sades works, “Salò o le 120 giornate di Sodoma” (Pier Paolo Pasolini, 1975) was a masterpiece and infinitely better.