There is always the possibility... being very sick and abanonded by its dam at two days old... the horse was born with developmental problems and may never be 'right'.
It should be treated with extreme patience and this would be an ideal project for natural horsemanship such as Parelli or Quantum Savvy.
Nick and I had our hands full with the vets, so we didn't get chores done until well after noon. Then Mo decided he didn't feel well, so I gave him some Banamine and handwalked him for a while. Nick got Tilly ready to ride and by the time that was set, Mo seemed to be feeling better. Poor old man had a tummy ache. Liz and Ali showed up while Tilly was working. They were full of smiles and looked so tan and beautiful. I'm so jealous! They watched us work Tilly and laughed at the fact the lion is pretty much tamed.
That is an adorable video. We did just that a few years ago when the dam passed away shortly after birth. We brought a goat in to live with her to keep her company. We didnt have the problems of her being afraid of other horses in the end like the filly in the video, but the goat and the foal were great friends.