I do believe that Dawn and Missy are each jealous of the attention I give to the other one.
I'd have said that perhaps this is a mare thing - to be possessive, protective and jealous - but the only other time I've experienced it was with my gelding Noble (who passed away at age 30 in 2010). When I got my mare Promise (passed away in 2001), if I groomed her in front of Noble's stall, he would pin his ears and actually buck in his stall in frustration and anger.
Dawn and Missy have adjacent stalls (with gaps between the boards of the partition), and are not particularly friendly, although they will nicker to each other if one returns from being out. In the pasture, they pretty much ignore each other - Dawn is much higher ranking in the herd than Missy, partly because Dawn's been there for three years already, and Missy and Dawn don't hang around with the same horses as a rule.
But if I'm around - either in one of their stalls, or grooming one of them in front of their stalls, they both get quite aggressive, attacking the wall between their stalls, or if I'm in the aisle, the front bars and door of the stall. Missy even does a little charge at the door if Dawn's in front - she'd never dare to do that to Dawn in the pasture. I've actually taken to grooming them in front of Red's and Pie's stalls - they're both much calmer there and it eliminates the anger of the one left in the stall.
Jealous mares . . . guess that means they both think I'm worth having.