I have a 25 year old mare who does the same thing whenever she goes anywhere new. I think it may just be your filly's personality, maybe she'll outgrow it.
I take an empty tube of wormer and fill it with a mixture of 2 tbsp baking soda with Pepto-Bismol and give that to her every four hrs. I use one of those wormer halter/bits to make sure she gets the full dose. This was vet-approved.
If that doesn't work, I just give her generic Imodium (calculating the dosage by weight as recommended on the box) which I have also had approved by the vet. I crush it up in applesauce, load in the wormer tube and inject into the wormer halter/bit. TaDa, droopy poopy all gone.
I was buying their tubes at $25 to give every four hours but the above remedy works 100% better and 100% cheaper.