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Horses are herd animals and have survived for 65 million year banding together and either fighting off enemies to the herd or running together from them. Now that horses are domesticated this life preserving instinct now counts against us.
To help understand separation anxiety, we need to understand the horses focus - his herd.
The horse herd is formed in a linear hierarchy which means each horse is ranked in the herd 1st, 2nd and 3rd and so on. So your horse is tuned to either lead or follow. Some horses are more comfortable leading others are terrified of it. What you need to learn is that you are also are slotted into that hierarchy. It is important to acknowledge that your personality is measured up by you horse and applied to the herd dynamics. By being a great leader an insecure horse will gain confidence in your ability and trust develops.
In times of danger
So how do you manage when things are getting a bit sacry? Dismounting and leading your horse is perfectly acceptable under the circumstances. It is simply not safe and it is incorrect to feel hung up on the idea that they must ride their way through every bad or new scenario. Often your horse will have more confidence in these situations if you are on the ground handling them confidently.

Let's use the scenario of crossing a stream. It is often a good idea to dismount and lead your horse through it the first time or two. Yes, your boots will get wet, but it is
much easier to convince the horse that the river isn't a monster if you are willing to walk through it.
It is important to learn how to handle your horse from the ground to maintain both yourself and your horse's safety.
When your horse throws a fit make sure you lead the situation rather than purely reacting to it. Your horse needs you as a leader. So work through it, either on the ground or in the saddle, don't shorten your workout as your horse will see this as a great technique to get back to the paddock.
You can expect that the quality of your workout may diminish, but you must persevere until the horse is again tuned into you. Try returning to simple movements for a while until he eventually returns his focus to you. If you have problems riding out and feel more comfortable walking him back to your arena, continue working him in the ring until he has calmed down. The next time you go out for a hack, try taking a "babysitter" or older, quiet horse with you. As your horse gains confidence, the babysitter can be progressively farther away and eventually eliminated.
Never underestimate the power of riding up the biggest hill you can find when it comes to working through issues!
One possible cause for your horse's lack of response to you during these situations is that he does not yet accept you as the dominant member of your partnership. Many horses go along willingly for their riders as long as everything is a comfortable environment, but as soon as the situation becomes unnerving, the horse is not willing to place complete confidence in you as leaders and rider. You need to ask yourself who does my horse need me to be now?
In theory, a horse should form a surrogate bond with his rider that normally he would form with other horses in his heard. Take the time to watch other riders interact with their horses, you will see some people are obviously the more dominant member of the horse-person team, and you will see other pairs where it is clear the horse has the upper hand.

To form a better bond with your horse, work on establishing his respect
for your body language by developing on-the-ground skills, such as
leading quietly and standing still while you groom and tack him up.
Lunging and round-pen exercises can also help develop the partnership you
are seeking with your horse.
Depending on your horse's personality, you may need to be more
decisive or stern when you give him a command to halt on the lead line
so he learns to listen and respond to you. Or you may need to
approach what you want him to do more quietly and patiently--but still
firmly--if he frightens easily. Getting the help of a skilled trainer/instructor who can
personally observe your interactions is often helpful.
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