This was really wonderful and different (in a good way). This is just one example, but it is a really great bit of 'show, don't tell', and the details used to tell us that Mainframe is a horse go towards creating a rich world for the characters.

Mainframe whickers as he nears the makeshift yard, probably scenting his approach even as he can detect her; manure and chaff and horse sweat. He smoothes his palm over her forehead where her headdress was, stroking the nap of her hide back to rights. She jerks her head, snorting into the feedbag, and Toshiko appears, bobbing around Mainframe’s shoulder.

I liked the grittiness of the traveling show, the smells, the running makeup, and Gwen's hoarse voice- it matches nicely with the grittiness of Torchwood and the sense that it is a very thin veneer that allows either of these professions to appear thrilling or glamorous.

I don't know if you intend to continue this, but it would be really cool if you could somehow work it that the 'team' became the Night Travelers (though perhaps they''d manage without an 'audience'). (Sorry, couldn't resist angling for that.)