Being alone was my first thought as well. I have seen this before and I will relate a story that happened to me that I will never forget.
Several years ago, I had sold a bred heifer to a fellow in Montana. This heifer had been shown at many many shows both as a calf and as a yearling. She was almost beyond quiet, almost a pest as you could not walk into a pen she was in without her continually standing in front of you wanting to be scratched. Now only was she shown a lot but she had been trailered on several long trips including 800 miles to Denver and 1500+ miles to Toronto. She handled these trips without any concern.
When the day came for me to deliver this heifer to Montana, I loaded her and headed for US port. It was about a 50 mile trip. When I opened the trailer door, I could see that she was agitated. I walked in an scratched her for awhile, and she seemed to calm down considerably. I untied her, thinking that once I lead her and she got out of the trailer, she would improve... WRONG! She bolted, just as your heifer did. She knocked me down and headed out as fast as she could go. The US federal vet tried to stop her and she went right over top of him, in the process stepping on his hand and taking off the end of one of his fingers. He was an older man and I thought she had killed him. He was a tough old boy though, as he got up, found a piece of rag in his office, and wrapped the finger up. I did not realize that the vet had opened a gate and forgot to close it when he came to the trailer. When the heifer saw open space she headed for it and headed south into the BIG state of Montana. We took a few minutes to bandage the old vet up, and I thought we should be getting him to a hospital, as his finger was in two pieces and it really was bleeding pretty good. He would have no part of this, so we bandaged it up as good as we could and headed out to find the heifer.
After driving 3 miles and following her tracks, we caught sight of her. He was still heading south and doing it at a fast trot. I was certainly hoping that this one time pet would calm down when she saw me by now. As I pulled the truck up to her, she stopped. I got out and slowly tried to walk up to her. Her skin was literally shaking from the trauma she had experienced. I could get within about 5 feet from her and she would not let me come closer. Luckily for us, she was still wearing her halter. She ran another2 miles before we were able to get her stopped the next time.I remembered that I had a show cane behind the seat of the truck and I thought I would try to scratch her with it as I approached her. She was still not certain she liked me any more so she would not let me get close enough to get the halter. I could almost get close enough to grab the end of the halter but she would not let me get it. I knew I only had one chance to get it, or she would take off again. Finally after a lot of talking and inching myself closer to her, I took the show cane, hooked the lead on the halter and flipped it in the air. I could almost not believe it when I caught it in my hands and I make my mind up that she was going to have to either drag me or stop. ( I doubt if I could flip that rope and catch it again if I tried it 1000 times) She took off and did drag me a ways, but I grabbed a highway sign as we were passing it with one arm, and she stopped. I got her tied to the highway sign, and walked back to get my truck I backed down in the ditch to the highway sign and tied her to the bumper, and then proceeded to lead her over 6 miles back to the border. I don't know why, but she walked right back in the trailer. ( by the way, when the old vet finally did go for medical help, they tried to stitch the missing end of his finger back on, but after a few days, they removed it again. He ended his career with one finger shorter at the first knuckle )
We processed her at the border and I headed to deliver her.The inside of my truck looked like I had butchered a pig in the cab, as the old vets finger was dripping blood almost the entire time we were trying to capture the heifer. I tried my best to talk him into getting medical help but he said we needed to get the heifer caught first. I finally decided that he was white and over 21, so he had made his mind up and nothing I suggested was going to change him. When we got to the new owners farm ( about 7 hours later than expected) she was a nervous wreck again. I told the guy what had happened and I told him that he was to call me and I would come and get her, if she did not calm down again. In a couple weeks he called to tell me that she was a complete nuisance... always had her head in a pail when he was trying to put grain out and stopping in front of him wanting to be scratched.
The only thing I can think of, that may have caused this wreck, was that she had never been hauled alone before. She remained in his herd for at least 12 years, and was a good producing cow for him. I told him that if he ever shipped this cow, it may be a good idea to ship another with her.
I would suggest that you try to work with her at home, taking her in and out of the trailer by herself several times. Maybe even take the trailer into a secure pen and try tieing the heifer inside it by herself a few times. Get her used to unusual noises. A good heavy metal CD may be a good thing as that would be the most unusual noise I can think of. When you think of all the new things that these cattle see and hear when going to their first shows, it is amazing more of them do not have problems. Good luck and I hope your heifer starts to get with the program and enjoy the show experience. ( I might suggest a little squirt under her tongue with a certain drug, but that may create another great debate!!)