1) Already been answered with the whole Loaghain forbidding entry thing. Also, by looking at the map, lets assume the Wardens would come from Val Royeaux, the capital. teh could either sail, or journey around the coast and go through the frostback mountains. The journey on foot is a considerable distance itself, but think of the sailing journey. In Dragon Age 2, Hawke sails with his family to Kirkwall, which in the grand scheme of things, is a stone's throw away from Fereldan. If I recall correctly, that boat trip took a long time. The distance to Val Royeaux is even furthur than that by boat, so I could see how the Orlesians couldn't really make efficient time.
2) As you play the game, you actually see the Blight's path on the overworld map. Why does it take so long to get to/ claim Lothering? People aren't just going to sit around and watch everything they've worked for/ loved get destroyed by a Blight. They'll make the Darkspawn work to destroy those places. Back to the world map progression, when the Blight comes to Denerim, you can see that the Blight has claimed the entire plain to the left of Denerim. To me, this seems like a legitimate surround and conquer technique, so it would take a while to get all of those Darkspawn into position. Then consider the fact that they have to make up for lost troops, they're probably going to completely destroy every inch of every settlement they come upon (I feel "pillage" is the wrong word to use, as it implies the Darkspawn would also take some treasures, which they really wouldn't need.). That's probably why the delay.
3) You really don't see many horses at all in Fereldan. If I recall correctly, even when you come across some kind of caravan, it's generally some form of cattle that's either pulling it or dead next to it. Plus, every time someone new joined the party that'd be a nother horse to buy, keep with you, take care of, all that jazz. Much easier to just hoof it (no pun intended)