Do you have a signed paper contract outlining that she's paid X amount, and still owes X amount? What about if something (Heaven forbid) happens to Sammy? I can really understand the buyer being nervous - she doesn't know you from Joe, and until the horse is on her property, she really doesn't have any control. While the frequent contact might be annoying, please put yourself in her shoes; wouldn't you be nervous if you were 3 1/2 hours from a horse that you had put money down on?
Perhaps you might want to call her and just set the record straight, and let her know that she's absolutely welcome to hire a hauler to deliver Sammy to her sooner.
Don't get me wrong here, either - we all know that you're trustworthy, but they don't know that :)