I’ve had this happen a couple of times now and am curious. My horse doesn’t necessarily care for the wash rack but he stands quietly so I don’t think this is fear related. After working, or just doing a cool down rinse off due to high heat, I will hose off using warm water, about as warm as when giving a normal bath, and then follow it up with cooler water. If the horse has been worked in heat, like lunging yesterday, I cooled him out normally, used the warm water first and then sponged him off with cold water (hose cold) with liniment added. Just as I finished with the liniment bath he started trembling all over. He was walking fine, no sign of discomfort, was alert and "normal" and after a few minutes of walking around the trembling stopped…it was 90 degrees out yesterday so I would never imagine a horse getting so cold from a quick cool sponge down or even cool water hose down would cause trembling due to cold. I will add that in both cases where I gave him the secondary liniment bath he had this same trembling.
I have never heard of a liniment bath causing any type of allergic reaction (only word I can think of) and it could just be coincidence.