Okay. The race-horse is I think a combination of a very famous race and a type of horse, giving a proper noun, abbreviations of similar proper nouns being seen in just under half of the alphabeticals. The most obvious example for me is the fourth alphabetical, which turns into the down 4 letter entry in the upper right.
I still have 26d to get and the 4 letter intersecting entry (which is the clue commencing 'Caught...')
I would have thought 8'd know the theme by now , but apart from having a near-complete grid, and having linked all the alphabeticals similar to the one I've described above, I am stumped.