If a lance attack is unblockable it is a couch lance, so firstly I'd find the cooldown and see if you can set it to zero. But, if you put a little bit of time in and practice with the lance you'll get it.
If dying to the lance is the problem you can normally chamber a couched lance(Pro tip "Boom Bitch get out of the way"
www.youtube.com/watch?v=ToFErVHAuLQ), if it's not couched just down block.
Side note: In NW it's easy to get in-front of the horse and kill it then the rider.