Hi Karen,
Could you also be dealing with some herd bound issues? Take it in small steps, making it a nice place to be (with you).
Did you start with advance/retreat many times? While leading, just one small step and a rub on the forehead (if possible)increasing incrementally. Rest is the reward. When I had a horse that laid down on me, I made it very uncomfortable! He soon discovered that he liked this 'crazy lady' much more when things went quietly and smoothly. I had short sessions with this horse, 2-3 times a day. Each horse is unique.
Sometimes it's a bit difficult to offer an opinion when there could be other contributing factors. Good luck.

Note...just wanted to add, please don't misinterpret "crazy lady". Use the concept: make it easy to do it right, and uncomfortable when not. I try to work with a smile; I get 'noisy' in movement, not verbally.

Hi Lorraine,
Thanks for that, herd bound could be a major factor. I have had them since October and they were 4 & 5 months. They were unhandled and I have spent a lot of hours just sitting, doing lots of advance retreat just to get them to let me near them then get the halter on etc. So things have been done very slowly. Unfortunatly I don't have a round pen just a small coral and small size barn to work with them. They haven't been separated since arrival. The other one was the more nervous one and took a lot longer to get near, but now I have won her trust she is much easier. This one is bolder on the surface but still quite unsure.

Hi,so perhaps your next step would be to separate them. Monty explains it quite well in his book "From my hands to Yours". I think you would find that book very helpful in your situation. Another thought would be to see if Tom is running a Clinic in your area. Be confident, as your fillies will pick up on that. Move 'with purpose'. Small corrals can work fine. You can use a pole to round off each corner. Make a plan before you go out. Know what it is you want to accomplish, then set out to doing just that. "Make a plan, but don't fall in love with it"; you can understand more what that means if you have that book. Be prepared to adjust according to the individual needs of each horse.
Be safe,have fun.

Very good comments, Lorraine.
Karen, your fillies are now about 10 months old, very young. So your plan mentioned by Lorraine should not be too demanding. A technical detail: If you use the Dually halter (or any other one) just pull that the horse feels a little discomfort and release it immediatly when the horse does one step. If you come to this point on the pasture with your difficult filly you might stop at that point and try again in a few months.
Rudi

Hi - if you choose to separate them then ensure that they are over any anxiety problems of being separated before you work with them. I would only separate them a little bit at a time - i.e for a short period and only a short distance. However if you cannot lead one of them then it could be difficult to separate them. Can you just leave one outside the corral while you work with the other? A small corral is fine for their early training. Work with the one that has accepted the leading first. Keep your sessions short and reward her for any improvement - always finish on a positive note. Once she is moving forward on the lead willingly then use the dually to teach her to walk with you and stop in the sweet spot. I would also attempt to tie her up with the halter lead at this stage. I would use bale twine only and if she pulls away then immediately tie her up again - keep doing this until she no longer pulls away - a rope halter may help here as its pressure points makes it a bit stronger than the dually as the dually needs to be used as a tradional halter, clipped under the chin, for tying. Once you have trained the easier filly to lead and tie up then you could perhaps tie her to the outside of the corral while you have a session with the other one. Use the dually and as the others have indicated don't expect to much. Ask naught filly to move forwards and retain the pressure on the dually until she makes a move then immediatley release - you will need a long lead rope, gloves and a helmet. If she rears up or goes back retain the pressure but move with her only release for a forward movement - even the smallest forward movement needs to be rewarded. Don't finish the first session until you get a forward movement and then once you do - release immediately and then reward with lots of pats and end the session. Next day do it all again - hopefully she will move forward quicker this time. It will take time but I am sure you will achieve it in these babies. Have fun and stay safe.

Thanks for all the great advice. I will take all of it on board. I do get a bit disheartened when things dont go well and i feel i need to get it sorted as they both could do with a farrier visit. Unfortunatly another reason for everything being done so slowly is it is very difficult to work for any length of time when its well below freezing. I guess i shouldnt put so much pressure on myself which they then pick up on.

No way could I work horses if it was well below freezing so I really admire you doing so. Sounds awesome!

Ahhh. Working in below zero temperatures is not at all that bad unless its windy. Thats when things get cold and body parts like fingers tend to freeze in minutes (been there done that too many times) and thats not as fun.