Hope these help.
1.If you give a Defence Against Horse order. Does it continue in effect until you change it with another order, or do you need to use an order to renew it next turn?
Defense against horse is a formation and not an order like the Defend order. You need to give a Form order to the unit so it can change formation back to line/column etc. So yes you are in that formation until you issue an order to change out of it.
2. Horse are with a brigade commander and he is killed. Does Horse Morale Check Table on P53 6th row down apply? "commander killed"- or is it just if the commander in chief is killed?
Commander refers to the CinC and not the brigadier.
3. I assumed it applied to either and they took a morale check, scoring "No advance next turn but can move, form, rally back." How exactly does that work- I had them roll to rally back using the same table (not sure if that's the right one) but they scored the same result so I kept them in the same state.On the next turn they scored an outright rout. Have I done this right?
Rally back is an order given to the unit. A unit with their brigadier attached does not need a morale check to perform the maneuver. Units under half strength without their brigadier need to pass a morale check. It is either they succeed or fail performing the action. They do not suffer additional negative effects. Horse that rally back are disordered and need a Form order next turn.
4. A unit fled the table, taking a brigadier with them. Is he now lost to the game or can he be replaced in the manner of a dead brigadier?
The rules do not cover all situations, this being one of them. He flees off table with the unit but can detach himself from the unit on the following turn. How you want to play his return is left to the players. He cannot be replaced as he is not dead and the remaining units in his brigade are out of command until he returns. See your next question for a possible resolution.
5. A pursuing unit has a brigadier attached and they go off the table after them. I failed to roll two consecutive 1s: is he now lost along with the unit he led?
For the unit you continue to attempt to roll consecutive "6's" until the game ends. This next part isn't in the rules but how I would play it. The brigadier can detach and on a roll of 6 he returns. To me it is more likely the brigadier would return than the unit.
6. And finally- A C in C is a plodder: he can never give orders to 100% of his army as he knocks the number of units ordered down 1 category, isn't that right?
Correct, the poor sod has no business running an army.