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There are several. One is Frame, written Olw for Overo Lethal White. If you breed two horses that carry this gene and the foal gets a copy from each parent, it will not survive. There is a 1 in 4 chance that this will happen each time you cross two Frame horses. Frame isn't always visible, so we sometimes call it the Ninja gene, because it can sneak up and bite you.

Splash 3 (Sps3) and Splash 2 (PAX3C70Y) are homozygous lethal, like Frame, and also lethal when combined.

The various Kit mutations can be lethal when combined or homozygous depending on how much white they put on the foal. Here is a link to the section of the FAQ which contains a chart that can tell you just how much risk you are taking when you cross horses with certain Kit mutations.
https://www.huntandjump.com/faq.php#870

White that is added by a Splash gene and Frame can also enhance the risk of the Kit genes.

If you post links to the stallion and the mare, if they have been color tested, we can probably tell you exactly what caused the dead foal.