That's #FakeNews!!! Your picture is photoshopped! Here is tye original one:
Ah. Before a pause or an unvoiced consonant, all voiced consonants are pronounced the same as their unvoiced counterparts (Б, В, Г, Д, Ж, З become П, Ф, К, Т, Ш, С).
An analogy can be drawn. This is similar to how the -ed ending of a verb is always spelt the same, but still is pronounced differently in "booked" and "stayed". And if you are a speaker of German, you do not need any analogy whatsoever ;)
Конь is from the native Slavic root. It is used in some contexts, in particular those associated with knights and mounts; we use it as the name of the chess piece and as the basis of derivatives (e.g., конюшня "stable" or конный спорт). Set expressions often use it.
Лошадь is the name of the animal (the most common one). It was borrowed from some Turkic language; it generally spread westward, so no wonder you do not have it.