I'd go back to your first take, that she was likely removed from her mother too young.
I"m going to get weird here, something I've never done before
in the AND forum, but trust me, I'm drawing from old professional information I recall very well, as I had to use it on almost a daily basis before I retired and came back to the horse world.
Unresolved loss, grieving without let up or relief, can result in a number of noticeible behaviors that would be indicators of anxiety. In fact, unresolved grief is known to create anxiety in humans.
With humans we presume, and much work has been done on, stages of grief. That is that loss has consequences that we cope with by doing and feeling certain things.
But what might they be for a pony? And what needs doing to help her move on through her grief and heal from the pain of loss?
I'm sure it's not "making it up to her in some way," that is treating her special. That too makes humans a bit crazy as they work out their feelings about loss and try to get on with grieving. Not that we don't mistakenly ask to be treated special at such times.
We are looking for relief from the pain and anxiety.
One of the things we know to do with humans is wait. To simply live life and give one's self time for resolution to come. Others around us might have a problem with handling our expressions of grief. Those might try to comfort us not so much out of sympathy and concern but out of THEIR inability to just be with us quietly and let things pass, as time heals.
If you are worrying about her, there is a good chance, given what I believe about how horses read our innermost being, that she knows and is disturbed by YOU being disturbed.
Treating her as "one of the herd," without any special favors or attention, but no fewer of either and both than the other herd members receive might be just the thing to do.
Think of loss this way. It might help.
Loss is the most natural events in our lives, and that of horses too.
We little losses constantly during a normal day. I lose that wonderful feeling of warm comfort when I finally roll out of bed and stretch and yawn in the cool or even cold morning air.
I lose the quiet and peace when the darned phone rings and it's a nuisance sales call.
I lose when I learn that a dear friend or family member has passed away, died.
And finally, in the end, I will feel a great sense of loss if I know I am at the end of my life and have only a short time to live.
Yet all these take very much the same kind of response to reach resolution.
Identifying the loss, denying the loss (very very common), being angry about the loss, accepting the reality of the loss, being depressed about it, and finally, resolving it through acceptance.
It all takes time. And it's not only different for each person, but different for our onw different losses.
Heck we can feel loss of the familiar when things take a turn for the better. It puzzles us that we are, after a big win of some kind, feeling let down.
With your pony, if you can, get a picture in your mind, and speak to her about that pictures, as you breath and exchange breath with her at her nostrils. The picture should be one of time passing and losses being released one at a time.
Think of how many losses she's likely had, and hardly any time to deal with them and accept them, let them go, and heal.
You are her Counselor. You will give comfort to her as she grieves. You will let her cry as horses cry with you. If you can take her to revisit those places, people, horses, other animals she has lost you will help her. It will hurt for her, but hurt is part of grief. And part of acceptence of the loss.
We are meant to hurt when we have loss. It is part of our survival process.
And for us humans it honors all that we had with whatever or whoever we have lost. If I lost someone I loved and felt no pain I would worry that I am not completely human.
If a horse does not grieve the loss of someone they loved then they are not fully horse.
The anxiety you see means that the impact of loss has upset her world. Much loss, much upset.