I don't really have much to add, because I think everyone here has already given you wonderful advice, as Dumas said. I would continue to do what you are doing with her. She sounds like such a sweetheart ... I really am a sucker for mares. That's sad that you have to sell her, it sounds like you guys are forming a great partnership!
I did want to add though, that sometimes I trust my horse's instincts, if I'm unsure about something. This summer I took Jubilee on a hack down the road. There's a bridge across this stream that you have to cross, and she's never liked it. When I approached the bridge, she was simply adamant about not crossing it. After a few minutes of trying to get her across, it entered my mind ... well, what if there's a bear near by? There was trees all around and she could have scented something in the air. So I decided to just take the safe way out and go back home.
Another time, I took her out on the bridge again, this time, leading her, and she was much better. However I was talking to this one guy that lives in the area and he said there are bears around. In fact, I may have seen droppings once myself.
From now on, I don't like taking her by myself on that road, simply because I don't want to put either of us in danger. A lot of people at my barn ride there all the time, so I think if I were to go, I'd go as a group. Bears are usually afraid of humans, especially groups.
But anyway, that probably had nothing to do with your situation, since you're riding in an arena. But... as others have mentioned, she make have smelled something in the air. Possibly there's wolves nearby as well.
Perhaps it would help having other horses riding or wandering around in the arena, at the same time? She'd probably feel safer with them there.
Good luck and continue to update us!