Question

What did Lochinvar carry with him while riding to Netherb
y? ???

Answer 1

his 'good broadsword', would be the most straightforward answer, however, if you mean metaphorically you could say he was carrying his courage and loyalty, I suppose.

O young Lochinvar is come out of the west,  

Through all the wide Border his steed was the best;  

And save his good broadsword he weapons had none,  

He rode all unarm’d, and he rode all alone.  

So faithful in love, and so dauntless in war,  

There never was knight like the young Lochinvar.