Thank you all so much for the responses and feedback. And thanks for the kind words about Star. We miss him terribly.
The people that sold us the horse came out to our house this evening and brought their trainer. This is going to be a case of teaching Covergirl who is boss. Drafty, you hit the nail on the head here. She is nervous about her new digs, but she also doesn't respect me or my wife and doesn't look at us as her "boss".
The trainer rode her, closed himself up in her stall while she ate, groomed her, pulled her tail, etc. She knows him. No pinned ears, no backing up, nothing. She respects him and it was clear that he has "boss" status with her. He showed us a few things to work on with her and within 30 minutes, I was in her stall with her and she was fine. She pinned her ears back when I first went in, and I grabbed her bridle, gave her a firm tug and she was fine.
He is coming back tomorrow to show us some groundwork exercises. She was at their ranch for 3 months and was a great horse. I talked to her original owner who had her for over 5 years and he said the same thing. Great horse, respectful, smart, loves kids, great reiner. I know this horse is going to be great here. It all comes down to being the boss.
If you get a chance Google her grandfather "Smart Chic Olena" and her great grandfather "Smart Little Lena". Her bloodline is spectacular. Again, thank you all so much. Anymore advice is certainly appreciated.