I've had this problem with one or two horses in the past. All I can say is INSIST they listen to you. Back them up - it gives them something to think about, make whatever you're doing interesting so they have to pay attention - when lunging change rein often, put poles down, get her mind working, change paces, move.
I think maybe she is just worried she won't get to go back to her herd. Natural reaction but what we are doing with them is more important (imo)
When she circles around you when leading...good luck trying to pull her to a stop...make her move! I get very offended when a horse decides to walk in front of me. For one they are a heck of a lot bigger and for another, if she's looking for her buddies, she's not going to notice your tootsies! What I do is say, fine, you want to move? Move. I make it into something I want her to do. Make her go around and around until YOU want her to stop. She'll get board with going around in a little circle and try to stop but you keep her moving one or two more circles and YOU make her stop. Then carry on as though nothing happened. If she tries again, make her work again. Going in circles is not fun and she'll soon get over herself.
This has worked for me and I hope you find out how to push your girl's buttons soon enough :)
I am her eyes, she is my wings. I am her voice, she is my spirit. I am her human, she is my horse.