A gytrash (I believe it's pronounced "guy-trash") is a variation of the many "black dog" myths of the British Isles. Black dogs are typically spirits that bedevil travelers or act as bad omens, but they may also be guides or guardians; their exact purpose and intent can often be difficult to nail down, and dependent upon the circumstances and the story. In the case of the gytrash in particular, it haunts roads while awaiting lone travelers, and can also take the shape of a horse (this much is mentioned in the novel). It can be interpreted that both the horse and the dog were one or more gytrash. The gytrash, as with other black dogs, can also be benevolent, as seems to be the case here.
The wikipedia link below includes an argument that the gytrash is meant to mock Rochester's mysterious affectations, particularly since his horse slips, something a spirit would never do. However, I think a more straightforward interpretation lies in Jane's narrative, that the gytrash comes upon "belated travellers". It might be interpreted that Jane's life has been plagued by a series of misfortunes, and her "belatedness" refers to the time it has taken her to arrive at more pleasant circumstances, i.e. Rochester's employment.