Red Hare Saddle: you know how to get it but you can't, well I will tell you anyway.Go on the Battle of Xia Pi with LuBu's forces then make sure Guan Yu mounts on Red Hare.To do this you must make sure he is relly close to the horse(you know where red hare is don't you) then he should mount on it.Defeat him and you it will tell you where it is.
Hex Mark Saddle:Play Musou Mode with the Yellow turbans and make sure you do BOTH of the missions on the first act.Then on The Campaign Against Liu Bei Defeat Guan Yu and Zhao Yun,Liu Bei should then open the castles gates.Deplete his health 1/2 way then it should have a valuable item.But by the time you get it,Zhang Jiao would have been defeated so protect him for a while.Then quickly grab it.
Elephant Saddle:Play as the Nanman forces on the first level on Musou Mode(or Free Mode)then make sure you ride a elephant into the enemys base.The only bit about about this is that you must get someone off a elephant.So use Huang Gai in Free Mode and bomb them off.
Those are the only ones I know.Can't remember how to get Blast orb though.