If I do this:

/tp @e[type=minecraft:zombie_horse,sort=random] @s

or this:

/tp @e[type=minecraft:zombie_horse,sort=arbitrary] @s

or this:

/tp @e[type=minecraft:zombie_horse,sort=furthest] @s

or this:

tp @e[type=minecraft:zombie_horse,sort=nearest] @s

That teleport all zombie_horses to me.