The Screaming Horse Agency is a private organisation working for Cityadmin to support the copbot force. Unlike the copbots, Screaming Horse guards are human beings (although cyberneticly augmented). This can explain their lower numbers compared to Copbots as they would require a salary payed by the cityadmin. This may also explain their higher success within pepperpark as they are not seen as much as a symbol of Reza's oppression as the copbots.
All Screaming Horse agents are armed with Copbot rifles.
Gameplay-wise there is no difference between Screaming Horse agents and Copbots. Their only purpose seems to be creating diversity in the Neocron police force and maybe cover possible plotholes in having a completely mechanical police force.
With the introduction of Neocron 2.2, Copbots now deal "Area Damage", whereas the Screaming Horse guards do not and can hit you behind other runners without damaging the other runner.
Judging by the name the Screaming Horse agency may be a subdivision of the CityMercs considering that the Citymercs logo is a horse's head or a knight chesspiece.