Uglúk confirms
Another confirmation that Legolas killed (or at the least downed) the steed comes in the chapter The Uruk-Hai in 'The Two Towers.' As the Orc factions quarrel on the night before the Rohirrim attack, Uglúk of Isengard taunts Grishnákh of Mordor: "What's happened to your precious Nazgûl? Has he had another mount shot under him?"
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