Found this online, supported by nice images:
Dorje Shugden is generally believed to be a worldly protector deity that was likely practiced first in the Sakya Tradition of Tibetan Buddhism. According to some accounts
he was inducted into the pantheon of Sakya protectors by Sakya Trizin Sonam Rinchen (1705-1741). Later, placed together with the two protector deities Dorje Setrab and Tsi'u Marpo they were collectively known as the Three Kings (Gyalpo Sum). In the Sakya texts Shugden is
known as Dorje Shugden Tanag, or rather Dorje Shugden Riding a Black Horse. He holds a butcher's stick upraised in the right hand and a heart in the left lifted up to the mouth. Dressed in the robes of a monastic and wearing a gold lacquer riding hat, he sits atop a black horse.
In the early 20th century Dorje Shugden Tanag fell out of favour with the Sakya Tradition in general. His devotees and practices have subsequently diminished. Since the late 20th century the offering rituals for the Three Kings are no longer found in the standard daily use Sakya Protectors manuals in monasteries in India or Tibet.
Sakya depictions of Dorje Shugden Tanag in paintings can be dated to circa 1800 . Although so far no sculpture have appeared nor are there any paintings with Shugden Tanag as the principal central figure. In all there are approximately half a dozen Sakya paintings known that have Shugden Tanag as a minor figure in the composition, a number of these are from the first half of the 20th century - research is ongoing.
Liturgical formulas and religious texts for presenting offerings to Dorje Shugden were created in the Sakya, Gelug, and Drugpa Kagyu Traditions of Tibetan Buddhism. The Drugpa Kagyu texts are from Bhutan. (No Drugpa Kagyu paintings have so far come to light). It is possible that other traditions aside from these three mentioned also propitiated the worldly deity and created visual depictions.
The Sakyas have several short liturgical works all written approximately 200 years ago or more, whereas in the last century the Gelugpas have feverishly written enough new material to fill two standard size Tibetan volumes. This collection of works is called in short the Dorje Shugden Be'u Bum. The collection also includes those early Sakya writings.
Source:
http://www.himalayanart.org/search/set.cfm?setID=4901. Five Foremost Deities - Mo Lha (item no. 74078) Tibet, circa 1800 – 1899
Sakya Lineage
Ground Mineral Pigment on Cotton a) Main pictureAt the top center is Padmasambhava. At the top right is Sakya Trizin Wangdu Nyingpo and an unidentified teacher sits at the top left. At the bottom are the two principal forms of Shri Devi, Palden Lhamo with four hands and Magzor Gyalmo with two hands. At the bottom right corner is Dorje Shugden Tanag riding a black horse.
b) Close up of Dorje Shugden Tanag2. Mahakala (Buddhist Protector) - Shadbhuja (Six-hands) (item no. 252) 1700 – 1799
Sakya Lineage
Fine Gold Line, Black Background on Cotton
Collection of Rubin Museum of Arta) Main pictureAt the bottom left is Damchen Garwa'i Nagpo holding a hammer in the right hand and riding a brown goat. Next is Kartaridhara Mahakala. At the bottom right is the 'Gyalpo Sum' (Three Kings) of the Sakya School. The upper figure is Tsi'u Marpo the protector of 'Samye Chokor Ling.' Beneath him is Dorje Saitrap and slightly to the left is Dorje Shugden wearing a gold monastic riding hat, holding a vajra in the right hand and a gold vase in the left; riding a black horse. All are mounted on horseback.
The subject of the painting is the protector Shadbhuja Mahakala along with various forms of Mahakala. The Gyalpo Sum and Damchen Nagpo are worldly deities. The iconography indicates that the painting belongs to the Sakya School, however the irregularities in the forms would more precisely suggest a sub-school such as Tsar or Bulug (Shalu).
b) Close up of Gyalpo Sum
c) Close up of Dorje Shugden Tanag 3. Teacher (Lama) - Sakya Tridzin 32, Wangdu Nyingpo (item no. 77218) Circa 1800 – 1899
Sakya Lineage
Ground Mineral Pigment on Cotton
Collection of Publication: Wisdom Publications, 2002 calendara) Close up of Dorje Shugden Tanag- unfortunately the main image is not online. If anyone has a 2002 Wisdom Publications calendar, perhaps can scan and upload here?Depicted at the top of the painting are the principal meditational deities special to Wangdu Nyingpo. At the top left are Chakrasamvara, Vajrayogini and Hevajra. At the top right are Vajrakila, Hayagriva and Vajrapani. At the middle left is Shmashana Adhipati, the two dancing skeletons, and on the right is Dorje Shugden Tanag, riding a black horse. At the bottom center is Panjarnata Mahakala with Brahmarupa Mahakala on the left and Shri Devi Dudsolma on the right. The gold background of the composition is filled with small depictions of the Buddha of long life Amitayus.
