First, let me briefly explore why your horse might be anxious—understanding the “why” can often help with the “how.” Horses are herd animals. In their natural environment, being with a herd increases the likelihood that any one animal will remain safe and unharmed. A horse’s drive to be with the herd is learned early, and is often quite strong.
To decrease the anxiety, we need to teach your horse two things: that nothing bad happens when she leaves the herd, and that special things happen when she is alone. I suggest taking her for very short walks away from her friends. When she is out of visual range from them, feed her part of her breakfast or dinner. Then return her to the herd. If she likes a particular toy or treat, be sure to give her those items only when she is alone, at least for a few weeks. Also, take care to reassure her when she’s away from the herd—a good long scratch along the crest of her neck is a great bonding tool. This is a behavior that horses often do to each other, and can decrease arousal and help her focus. Good luck, Melinda!