Well if you admitted anxiety then your horse is probably mirroring your anxiety. A horse will fear what you fear. It's how the herd dynamics work. So if your mare is scared of leaving her "mates" then you should consider the fact that she feels safe with them because you are anxious and the leader of a herd will only be anxious out of real danger. So actually you need to show more leadership and assertiveness so that she can feel that she will be safe with you.