I think they must have been used as the model for a chess knight.

No the piece isn't modeled on a Friesian. In chess it's simply known as a horse or knight. The original Sanskrit name was asva or ashwa, which means horse. The piece was renamed "knight" when the game reached Europe because knights rode horses and were part of royal courts. In Spanish, the piece is called caballo, which means horse and in Italian it is called cavallo again which means horse. The piece is not modelled on any pacific horse. It's just a generic representative of a horse.