Your 'friends' sound like anything but. Make sure you have your bill of sale, passport, and anything else needed to legally prove ownership, as they don't sound like they'd be above claiming she's legally theirs in their attempts to get her back. They sound like swinders who have tried this trick before, probably with the same mare.
One trick a local 'horseman' pulls around here is to sell a navicular barrel horse to someone, then once the horse is running at playdays every weekend and starts to get lame, he claims they caused it but buys the horse back for peanuts 'because he feels bad for them.' With a few weeks' rest, wedge shoes, and bute, the horse is sound again and then he'll put regular shoes on her and it's 'rinse and repeat.'. He's made thousands off this horse over the last few years. I see she's back out in his pasture again, so he's been successful yet again.
Another is to sell a really nice-looking big roan rope horse.... the secret? Ride that horse EVERY DAY and he's great. Give him more than a few days off and he'll be broncy as all get-out and you'd better be a cowboy to ride him. So he takes this nice horse to a few ropings, dropping that he's for sale. Someone new will buy him for big bucks, and ride him regularly and all is good. Then that person doesn't ride for awhile because, well, life happens or it rains for two weeks or what have you, and now they can't get on the horse. So the dealer would get him back again, start riding him daily, and kept it up for years. One local trainer caught on and traded the latest guy who'd been suckered a nice, quiet horse who was solid but wasn't going to win left and right in exchange for Old Roany, and he now has a horse he can win money on nearly every time, and he doesn't mind if the horse bucks after he's had some time off. I saw him on the horse at a roping last week and we both had a good laugh that the dealer had finally been rooked at his own game
A variation of this are dealers who sell horses cheap in the fall, someone else will feed them through the winter, then when they start riding in the spring, realize that horse isn't nearly as broke as he seemed last fall when they were riding a lot. Dealer gets them back cheap to resell, and didn't have to pay for hay over the winter months.
There are also a couple of local families who use their horses as ATM machines-- when they need money, they sell one. When they get some money in, they buy him back. Key to this operation are horses of desirable colors that are easy sales either privately or at auction when they need money in a hurry -- roans, buckskins, grullas, grays, paints/pintos.
I think your little cob is adorable, and while I definitely am in the ranks who think you paid too much for her, if she's as sweet as she looks and will work out for you, then so be it. I think everyone who has had more than a horse or two has paid too much for one at one point or another so there's no shame in that. Get a good farrier to fix her feet and vet to evaluate her and run some bloodwork for your peace of mind (just to rule out a health condition for the weight loss) so you know what you're dealing with, tell the 'friends' to bug off, and enjoy her. I'd love to have one like her; I adore cob-type horses and they are few and far between around here.
If they're gypsies or she was originally purchased from one, she's done a lot of hard trotting on a road, hence the splints. Like others have said, splints generally do not crop up overnight, and when they do, they cause lameness until they calcify, then they're nothing more than a cosmetic issue.