I didn't check the current rooke limit, but I'm guessing most, if not all, of your horses have a genetic that is over the limit.
A purebred Lusitano has gallop, trot and dressage as its top skills, which are used in dressage comps. The supporting skills for dressage comps are trot and gallop. The main skill is dressage, which determines difficulty. It's best to keep that low until your wins come in so you can enter lower difficulty comps.
I recommend doing rides first. I personally just do both forest and mountain to get both out of the way, but you could try skipping forest at this point to keep dressage low. Once rides are done, complete trot and gallop training. Once training those two are finished, enter lower difficulty dressage comps. Enter a "filler" horse that can see the same comps, but that don't beat your blup. You can also compare skills of currently entered horses. Unless you have friends who can fill the other slots for you, you're just at the mercy of whatever skills the other horses have.
Once you have wins, train dressage, and also do forest rides if you chose to skip them earlier.
