Straight Arrow wrote:After a battle, does the winner's cavalry add to pursuit damage?
Yes, kind-of...
All pursuing elements will do damage against a retreating force. How much damaged they do will largely be based upon the length of the battle, the terrain, the size of the retreating force (in elements), and the current range when the battle ended.
Typically a battle will end at range zero, in the assault phase. If it does, all pursuing units will inflict their assault damage against the retreaters. Cavalry do more pursuit damage because they have a high assault damage stat, its not something only they can do, they are just better at it than other types of units. If the battle ended at range four then all pursuing units with a range of four would inflict their offensive fire damage against the retreaters.
Straight Arrow wrote:And, can the loser's cavalry provide protection against pursuit damage?
If so, how many units or what percentage does a stack need to get the bonus/protection?
Nope. The only thing that can reduce damage while retreating is to have a general with the 'screener' trait present. This trait will reduce damage taken by 50%.
Here is the link for the wiki page with all the numbers.