Which Roman Emperor made his horse a Senator, and declared war on Neptune?

Which Roman Emperor made his horse a Senator, and declared war on Neptune?
This snippet of trivia popped up on DSTV a couple of nights ago.
The answer was given as Emperor Caligula.
I thought this would be a good one to read up on, and went scratching.
Gaius Julius Caesar Augustus Gemanicus, also known as Caligula.
As a young boy he accompanied his father on military campaigns and wore diminutive soldier’s footwear, hence the name, meaning “little soldiers boot.”
His reign was short, from 37AD to 41 AD. During his first two years he was considered an excellent Emperor, and then after a serious sickness he appeared to become mentally unstable.
Back to the horse and senator part. Nowhere could I find any confirmation that this ‘appointment” took place. At best there are a few references to his desire to do something to this affect.
It appears as though he developed a weird and even bizarre sense of humour after his sickness; there are enough accounts of this. He had an inherent dislike and contempt for the Senators, maintaining they were useless. To belittle them he most probably threatened to appoint his horse to the Senate as the horse would most probably do a better job. This is the explanation that appears the most credible. I scanned through Suetonius’ bibliography of Caligula and could find no reference to the horse.
The same DSTV program maintained that he declared war on Neptune and had his soldiers stab the sea with their swords and spears. Nowhere could I find a reference to this, but given his very strange behaviour, this could most probably be possible. ( He had the heads of the Roman gods removed and replaced with his own likeness.
All said and done, the Senate planned his assassination, and Caligula suffered the same fate as Gaius Julius Caesar
There is a mine of information on the way he mismanaged the empire and his subjects. Lots at Wikipedia if you are interested.
Image from Wikipedia