I think I responded to this a while back. By VA I assume you refer to the Veterans Administration (properly, Department of Veterans Affairs) which administers the National Cemetery at Arlington. Elements of the Army's 3d Infantry, nicknamed "The Old Guard", have for some time now conducted all ceremonial functions at Arlington (including the guard at the Tomb of the Unknowns). The regiment is a Regular Army unit and is in no way affiliated with the DVA, which is a civil service agency. I've likewise never heard of the "President's White Horse Cavalry" but that doesn't mean it never existed. By his fourth term, Roosevelt and his cronies had all sorts of quirky little projects going; a "palace guard" would have been in keeping with his flair for pomposity and preferential treatment. May well have been one his numerous "off budget" items (as they now refer to these little unofficial "perks").