I've had this exact problem with my older mare since I bought her! I've had her for 7 years now and she still does it...I'll go out to catch someone, doesn't even have to be her...but as soon as she sees a lead rope she'll spin around and trot off and the whole herd follows her! Once she knows she has everyone, they go for a victory gallop around the pasture...BRAT!
In a paddock, she's fine to catch. But in the pasture, whether it's with other horses or not, she's a right COW! I've tried getting her curious with the approach and retreat method, I've followed/chased her around the pasture for up to an hour at a time before...after a certain amount of time following, she'll drop her head and mozy over as if to say "ok fiiiiiine..." but it's always seemed to be on HER terms!
I've taken to bringing her in every day to grain her. Now, everytime we call them to the front, they all come galloping in and she's *usually* the first at the gate. After she's been grained that day however, good luck. Can't get within 100 feet without her turning and starting to walk away. Anyway, I've just found a way to make being caught a positive thing for her...hope things work out for you and your boy!