self preservation is strong is all horses. Your mare just need to understand how to have a better control of her emotions. Expose your mare to new experiences gradually, but don't overexpose her. Set up things so she can have multiple good experiences with your support. Step by step, she will build more confidence in you, her environment and ultimately in herself. If she took off with the plastic bag, it is because it was to much to soon for her. Try to be more gradual, and use "advance and retreat" to avoid this kind of panic reaction.
I would start working with her in a small paddock or ring so she can’t take off anywhere and get hurt.
I would try to associate something scary (plastic bag, umbrella, tarp, etc.) with something good (treats, pats, etc.)
Start with something small like a ziplock bag (it’s small and not super loud) and just show her it. In the other hand have a treat so as soon as she acknowledges it she will be rewarded. When she is completely comfortable with it then rub it on her and reward her. Move onto something a little louder/scarier and do the same thing. Hopefully once she’s better you can have a few desensitizing tools like a tarp or something set up with pool noodles. You should try to work on this almost every day so it is consistent and she is used to it.