"I saw the Messenger of Allah ﷺ praying on a donkey, when he was heading toward Khaibar."  

رَأَيْتُ رَسُولَ اللَّهِ ﷺ يُصَلِّي عَلَى حِمَارٍ وَهُوَ مُتَوَجِّهٌ إِلَى خَيْبَرَ  

We do not know of anyone who reported anything to support what 'Amr bin Yahya said about praying on a donkey. As for the Hadith of Yahya bin Sa'eed from Anas, what is correct is that it is Mawquf. [1] And Allah knows best. [1] That is a saying or action of a Companion of the Prophet ﷺ  

أَنَّهُ رَأَى رَسُولَ اللَّهِ ﷺ يُصَلِّي عَلَى حِمَارٍ وَهُوَ رَاكِبٌ إِلَى خَيْبَرَ وَالْقِبْلَةُ خَلْفَهُ قَالَ أَبُو عَبْدِ الرَّحْمَنِ لاَ نَعْلَمُ أَحَدًا تَابَعَ عَمْرَو بْنَ يَحْيَى عَلَى قَوْلِهِ يُصَلِّي عَلَى حِمَارٍ وَحَدِيثُ يَحْيَى بْنِ سَعِيدٍ عَنْ أَنَسٍ الصَّوَابُ مَوْقُوفٌ وَاللَّهُ سُبْحَانَهُ وَتَعَالَى أَعْلَمُ