I hate showing in the winter, lol, even on my dead horses. The first show of the season is always a doozy, but the next one should be better - especially if your trainer is there. And you'll probably have an easier time at an AQHA show because there usually isn't too much of the "craziness" that you see at open shows.
Another reason why I don't start showing until May lol... One time I was at a winter show and it was raining, and my hands were so cold and numb that when I adjusted my reins (one handed in a curb), I dropped the rein on the ground at a canter! Luckily my horse doesn't stop with reins, lol. I bent over and picked it up, got DQ'd, and the worst part is, the stupid photographer took a picture of us with my rein on the ground and it displayed on rotation on her screen at the booth, I was so embarrassed!
Sometimes training shows are just that - for training. I'd work on your ground control at home and see if that helps any when you get into the stress. Like I said, you always have to be 200% at home to get that 100% at a show. But hopefully next time will be better! Cheers!