If there is another horse that has a monitor on nearby, you may be connected to the Bluetooth on that horse. The app is generally good at connecting to the device that is closest to it, but occasionally it will connect to another. Once a Bluetooth is connected to the app, no other electrode set can connect to it.
Is it easiest if you can place the electrodes on each horse individually and then connect it to whichever phone will be used on that horse before placing electrodes on the next horse. Obviously this is not always practical, so in that case you can check which device is connected to which horse by changing pace and watching the speed. For example, if two are riding together, if you stop your horse and the other keeps walking, and your speed drops to 0, then you are connected to the right one.