Some horses are simply herd bound, and do not and never will do well on their own. If your budget can handle a pony, a miniature horse, or a miniature donkey, find him a permanent pal, and take the little one with you to shows. Then practice loading & unloading, sometimes the pony first, sometimes your horse first until he figures out that being put into the trailer or removed from it doesn’t mean he will be separated from his buddy for more than a few minutes. And load & unload until he gets bored and will do it quietly and without fussing. I’m suggesting smaller pals because if you get a stall at a horse show, a small pal will fit into the stall with your problem child. A lot of race horses are raised with a “buddy”, who lives with the horse & travels with him, and he may well be used to always having a companion.