One thing I did to bond with my horse was round pen work. I know alot of people may disagree with this method, but it really worked well for me and my horse. Rocky is my gelding and he had behavioral issues when I purchased him. He can still be head strong which made me a little nervous at first, but after I did round pen work I felt much more confident and connected with him.
If you have access to a round pen, basically what you do is start the horse out in either direction, using a dressage whip to drive him. Sometimes, you can even attach a plastic bag to the end of it and it works to desensitize him at the same time. Once you are ready, have him switch directions making sure he turns towards you and NOT the fence. Step in front of his girth line and switch the whip to the opposite hand, driving him in the opposite direction. If he turns towards the fence, immediately turn him back around in the direction he was going. Then try again, always making sure he turns towards you. When you are satisfied that he has this down pretty good, draw him in towards you. By this I mean, have him come to you. If he does not already do this, start out slow and just make sure once he stops moving his feet, his attention is always on you. If he turns his head or sniffs the ground once he stops, make a noise either by slapping your legs or kissing or whatever will get his attention on you. Once you have his attentionfor a few seconds, turn an walk the other way to see if he follows you, if he does, that is great! He will stay by your side in no time. If he decides he is just going to walk off and ignore that you are there, make him work again, being sure that everytime you turn him in the opposite direction he turns towards you.
It took my guy about 45 mins. To understand what he needed to do and I thought he would know it right away. It worked great for us, but all horses are different. What it is supposed to teach them is that you are the leader. Once he recognizes you as the leader, you get trust, respect and in turn helps the two of you bond. If you have ever watched horses in the pasture, they do almost the same thing, except maybe kick each other. The head horse will drive the other horses away usually until he does something first. Most of the time, the leader has respect from everyone below him, at the same time, they can be best friends and bonded very strongly.
Well I wish you the best, and I am sure there is alot of great advice out there for you.