Don’t bring your horse in when stressed
First and foremost, when your horse shows signs of nervousness, anxiety, or stress, you shouldn’t take them out of that environment without resolving the thing that causes the horse’s unease.
What you should do instead is try and lead your horse further into the paddock, to a place where the tension isn’t as strong as near the fence.
Wally shows his anxiety by pacing up and down the fence line, so what I try to do is break his pattern. I calmly try to attract his attention by showing my presence.
And therefore slightly breaking the line of his pacing.
If your horse turns back to the fence line, the area of tension, that’s okay.
Just continue what you were doing and keep building contrast between the two environments: calm and tense.
You can see how I approached it with Wally here: