I love this truck...
Rocinante was originally the name of Don Quixote's horse... John Steinbeck also used it as the name of the truck he drove around the US in Travels with Charley as both served a similar purpose.
Nothing against the name you chose, especially with family input...it is a nod to a song in which it was a nod to Steinbeck who was nodding to Cervantes...
Another good name(in the theme of horses) would have been Sleipnir... This is Odin's horse and was supposed to be the best of all horses. It was also grey in color...just seems more fitting for such a badass truck!