When you live in a brand state a bill of sale or registration papers are not proof of ownership. Period. What does proved ownership in a brand state is the brand inspection.
California is not a brand state therefore when your filly was sold, no brand inspection was requires to make the sale legal. When you moved to MT, by law you were supposed to obtain a brand inspection within 60 days. To get one, you needed just to provide the brand inspector with your original health certificate and coggins stating where the horse originated from. He would of written you one there on the spot. If you had some from another brand state, you would of provided your brand inspection from your old state and he would of written a new brand inspection for the state of MT. To leave the state of MT, you will need to get a BI. Dig out your paperwork when you moved her 2 years ago and they will straighten it out for you. The state of MT does not want your horse and will work with you to get things right. You want to do it by the book as you will travel through other brand states and you want as few hassles when traveling with horses. If you go through WY or UT is the sign says stop with all livestock trailers, by all means stop. It's rodeo season and 1,000s of horses and livestock go through each port of entry everyday. Play by the book. They will detain you at the port of entry.