There are lots of better experts than me to answer this, but since I am here first I'll tell you what I know and do...
I have 2 pair of breeding Kuda I got from DanU. Nice horses and they were big and trained to eat frozen mysis when I received them. They took about 5 days to get into the mood to really eat heavy but every day they ate more and now after nine months they eat well.
I feed twice / day, morning and evening, 12 hours apart more or less, 8 cubes of Hikari frozen mysis each time; 6 go to the horeses, 2 to the rest of the tank. My tank is a 125g half seahorse zone and half softies reef.
Aside from initially creating a zone for the horses to live in, I have had to do nothing new for the tank or it inhabitants that I was not already doing. Only change I made was to reduce the temperature down to 76. Nothing was affected by the temp change. My water change, feeding schedule, topoff needs, and other maintenance are the same.
So... there are no new issues to deal with that I have found. I am sure others will have different opinions.
There is one thing though. Seahorses have no real stomach. This means you need to make sure they get feed twice/day. Many people skip a meal or even a days meals. They say it is good to clean out the horse's track once in a while. But if you are going on vacation, you need someone who can keep the tank and feed the animals.
I find this can be achieved by creating a detailed script to follow and getting either an experienced reefer to stop by each day, or train someone who stays in your house while you are gone. A relative works well as you can invite them over for dinner and a training session.
Good luck, Kevin