I don't know if you have exactly the same problem as I do but we will see-
My horse cannot stand being alone. Ever. He leads his pasture herd so that may be part of it but I don't know...it was awful in the show he kept trying to run out of the gate back to his girlfriend so lately my trainer has been telling me to take hime to an arena and work him alone at leat half of the time and we also set him out in a pasture all by himself for a couple of days so he coul gegt mmore used to being alone and it worked really welll and he is almost perfectly cured now. Good luck!