The paintings certainly did not resemble any real horses: They were much thinner than they seemed, with a layer of black skin stretched over their bones, giving them a skeleton. Then there are their large wings like a giant bat, protruding on either side of the stele’s back. However, while their bodies resemble horses – lifesavers – their heads are more like dragons. In the books, the first part is depicted as reptilian, with fangs, hollow white eyes, and a black mane. The movies change this up a bit, making their heads look more like a bird’s beak.
According to the official Wizarding World website (with an explanation written by author JK Rowling for the defunct 2015 Pottermore site) the paintings are of UK origin, but also live in parts of France, Spain and Portugal; In other parts of the world there are different magical species, but similar to the murals. As for their habitat, we know that the Hogwarts swarms prefer the darkest parts of the Forbidden Forest. Plus, to make them even weirder, they’re carnivores and will eat animals like birds – although Hagrid has trained the Hogwarts flock not to follow the many owls that deliver the mail around the school. In “Order of the Phoenix“Harry found out they were also sucked when some of them came to lick it off his sleeve.
To set the background for the films, the animators referenced mainly horses, birds and bats, but also considered footage of vultures, lions, and hyenas to depict a tearing child into a piece of meat. In one Behind-the-scenes featuresVFX Animation Supervisor Steve Rawlins explains that director David Yates added the picture to the scene where Luna feeds the baby to illustrate that, despite their undead appearance, the paintings are living creatures.
https://www.looper.com/722545/the-thestrals-in-harry-potter-explained/ Harry Potter voiceover explained