Thanks for all that - most interesting.Do you live in the US?
I and my immediate Horsey family are remarkably ignorant about our forebears and so I strongly suspect you already know far more than I/we do.
I do have the Horsey family crest.However it is engraved on a pair of cuff links and therefore difficult to transmit electronically!!!!Anyhow this should be available from various sources in the UK.
Presume you also know about the Dorset/Somerset Horseys who were certainly wealthy landowners a few centuries ago?There is some form of Memorial to them in Sherborne Abbey (Dorset) I believe although I have never been there.
There is also a village on the Norfolk coast called Horsey.Having been there, there is no obvious connection to the family name and I suspect therefore it is pure coincidence.(There is a nice old church there and an OK pub, where they certainly find it amusing if you go in and announce your name as "Horsey"!)
So, all-in-all I doubt I can provide any more information which might help you to pin down your connection to Jerome Horsey.