I'm constantly asking that question and its something that seems more commonplace than it used to be for some reason - possibly because pre. EU restrictions after these ponies had bounced back into the auction ring a few times a dealer would make their next trip be the one to the nearest slaughter yard
I love the welsh breeds, I grew up with them but even the non spooky ones tend to be too much pony for a novice rider to deal with and the prettier ones can be the worst so people do fall for them
This mare you have there might come round and work well for an experienced rider but if she's that sensitive she's likely to pick up on any nerves and tension. It was the thing with the ball in her stable that most concerned me because quite often when a horse has had a bit too much rough treatment they lose trust in humans and you notice that the things they spook at when a human is involved they totally ignore when you remove the human from the equation - like its not the plastic bag on the stick they fear but the worry that the human on the end of it is going to hurt them with it.
In a similar way they will use inanimate objects to try to get out of work - especially trail riding/hacks on their own but I bet if that log or whatever was in their field they wouldn't take one bit of notice of it. We have the 'monster in the corner of the menage' sometimes and one day Looby got really hyped up about some crows that were sitting on the fence in there yet they peck around their feet in the field and I've never seen them even flinch when they suddenly fly off