It was about girthing issues.
I saw Linda ask the student to put a rope around the horse's girth and start to tighten it very slowly. When the house showed sings of displeasure she stopped the tightening and waited for the horse to relax. After the horse licked and chewed she started again.
I did this with Bailey and soon she started to relax. I did this a couple of times.
The next time I saddled Bailey, she was a little calmer when I slowly did the girth up.
However she still switches her tail and holds her breath as I lower the saddle on her back.
Another thing I noticed was that she really hates it when I tighten the girth up one hole on the cross ties but she is a lot better in the arena.
Next session I think I will bring a blanket to practice putting on her back and see if that helps.