[Edit to be clear: Patch 1.22]

Seems this patch does not retroactively 'fix' Roach's missing tail in extant saved games. A cache issue in the saved games perhaps? If I go to White Orchard or Skellige she has her tail again. Odd.

I had the same problem with roach's missing tail even after the application of patch 1.22; it's bloody annoying.

The only viable fix I've found is to install the developer console enabler from Nexus mods and issue the KillHorse() command in areas in the game where roach is missing her tail. Note that you'll have to be riding roach when you type said command on the console.

After that roach's tail should reappear if you summon her in the same areas again.