this is on vanilla.

i'm playing and i get to liberalism 1st, then pick nationalism so i can hook up calvary 1st.

then i forgot that i didn't have horses because by this point in the game i have usually acquired them. so i make a deal for horses before calvary and start turning out horse archers in hopes that i can upgrade them to calvary before ai cancels our deal.

montezuma attacks 20 turns before calvary so i just start whipping horse archers in all my cities. sure enough the turn before calvary ai cancels horses. i figure no problem since i already received horses from ai and built a ton of horses to upgrade. but apparently it doesn't work like that. if you want to upgrade horse archers to calvary you need to have a supply of horses. to me this does not make sense because i already have a ton of horses already built. all i need to do is give riders guns instead of arrows. it really screwed me because now i have horse archers against knights.

Build some Pikemen/Spearmen

i do have quite a few already. that's how i survived while i waited for calvary to come. but i also have 20 plus horse archers that were hard earned by destroying my population to whip them. i had a battle plan on how i was going to destroy montezuma and take his horses and great wonders. it is just a bummer to know that you have horses and guns but for some reason can't use them. muskateers would also probably be a good bet since i have gun powder.