I had suspected that Pie might have an issue with riding out alone, as his prior owner had done very little of that with him. So far, that hasn't really been much of a problem - he leaves the barn pretty willingly and other than speeding up his walk a bit on the way home doesn't really behave differently when heading towards home.
The issue Pie does have is that he's somewhat buddy-bound, particularly to Scout, who seems to be a friend in the gelding herd. Today we went on an over two hour trail ride with Scout and a friend who trailered in with his mare. The ride was very nice - the weather is beautiful - and we went a fair ways. Pie was glad to provide a lead whenever scary objects bothered our friend's horse, and led willingly through the concrete underpass that leads from our trails to more trails on the other side of a 4-lane highway - although it was clear from his facial expression that he hadn't been through a tunnel before.
When Scout and our friend started to trot towards home, Pie was wanting to really go, so we walked instead (I felt sorry for my friends for having their ride limited by Pie's and my needs, but I suppose that's what good trail riders do for their friends). Then when we got closer to home, I tried an experiment - I turned Pie down another trail that would take us back to the barn by a different route, as Scout and our friend continued on. No dice. He was clearly becoming pretty upset, so I had them hold up and rejoined them, doing tight serpentines to give Pie something to think about besides rejoining them at speed. Even when he had his fit, he didn't do anything dreadful - no rearing or bucking. I really didn't see any point in forcing the issue at this point.
On the way back the barn, I would turn back the other way for a few steps, but not farther than he could stand, and then turn back to rejoin them. I repeated this all the way back to the barn, and then kept riding as our friend loaded up his horse and left and Scout went off on another ride with Sugar. We kept leaving the barn and making a short loop around by the barn, doing serpentines whenever he started to become agitated. We had one big spook, requiring turning in tight circles until his mind rejoined his body, when a bicycle rode by on the adjacent roadway at high speed through fallen leaves. We just kept working.
Scout came back and was put away. Sugar left on another short trail ride with Fritz. We rode past them as they left and kept working. Things were better by the time I stopped riding, about 30 minutes after we'd returned to the barn - I was able to take him up the hill by the farm and back down, and then around a circuit by the pond without too much trouble. Then I got off a ways from the barn and led him around the same circuit in hand. He leads really well and I thought that would reassure him and it seemed to. He startled at one point and I was pleased to see that he didn't come anywhere near to running into me.
My conclusion is that I asked him for a bit more than he was able to do mentally, and his anxiety level stayed high for quite a while until we had worked through it in a way he could handle. This will remain an issue for a while, I suspect, but we can nibble away at it as we build our relationship further.
I may have to borrow Jill and Scout for a leave/return buddy separation training session one day next week, if they're available. The goal will be to take him just as far as he can go before his anxiety level gets too high, and then bring him right back, and the same thing with Scout going away from him. He just needs to learn that he doesn't have to become anxious in these situations.
I think buddy-bound issues like this are pretty common when a horse joins a new herd, since the new horse is looking for security in a new situation and the buddy provides that. We'll just keep working on it, and things will improve over time.