Iggy Azalea found solace from the Nick Young drama on a horse ... of course, of course.
The rap star -- who's a big equestrian enthusiast -- took out her frustrations Wednesday by saddling up at a private riding trail in Calabasas ... alone.
As for Nick ... we're told he's fiercely trying to save his relationship with Azalea ... no word on if she's made up her mind yet.