I have a very hot and spooky arab halter bred horse. VERY hyper-aware of EVERYTHING. All hail to Gastrogard, things have improved exponentially. But the mare will probably always be hot and spooky. That’s her nature.
I love John Lyons and I practice his techniques a lot. I’m not a NH kind of person, and I like classical dressage training, but some of his techniques just make sense.
My horse is also one that will spook even when I’m sitting deep and relaxing, focusing on deep, smooth breathing, etc. I’ll be enjoying the beauty around me, so focused and relaxed, and she just JUMPS like something grabbed her. Not bad spooks like turn and burn, but just a whole body flinch, or a shy.
We have private trails with no road crossings for miles. I go out on one of my other mares, pony the Arab along, and then turn her loose. She goes right in front, and leads the whole trail. It is SO good for her mind. But in a 2 hour ride, she’ll do a whole body flinch and jump at least 3 or 4 times. So I KNOW that it’s just the horse’s personality, since she has no influence at all coming from me or the other horse. We’re all 3 just plugging along and she’ll just FLINCH really hard at nothing.
Breeding and genetics play a role. Some people say if you’re a really good rider, or you really have confidence or know what you’re doing that your horse will completely stop this. That’s crap. Horses are horses, and they all have SOME bad habit, or tendency. Some crib, some run from you, some buck, some some shake their head, some bite, some kick, some are girthy, some spook. That’s just the way it is.
I am learning to take it in stride and not let it shake my confidence or scare me because I relate it to riding with someone in the car. You’re sitting in the passenger seat reading a magazine or gazing out the window, and you hit a bump. A pothole, whatever. It jars you a little bit, but you’re not in any distinct danger. You’re not hurt. It’s nothing to worry about. It just happens. When I ride my Arab, the body flinch just happens. I’m not in danger. I’m not hurt. Nothing to worry about. I just imagine that it was a pothole I hit in my car, or I had to hit the breaks for a deer. No big deal - you just continue on.
Something to remember: My horse has been desensitized until there is nothing left to desensitize her from. I have literally done everything you can imagine. BUT - she will STILL jump in place at a red leaf hanging from a bush amongst all the green leaves. I don’t believe that you just keep throwing scary stuff at them and it’ll be all better. Yes, you expose them to everything you can, but you have to take into account the individual nature of the horse, and if it’s something you can’t live with, then you get a different horse. 
But when the shit really hits the fan, that mare WILL come through for me - every time. We did a trail this weekend where we had to traverse a rocky 12 inch wide ledge along the top of a rock quarry. You make a bobble and you’re not stopping until you hit the bottom. I dropped the reins on her neck, took a deep breath and said come on honey you can do it. I could just see her wheels turning and could almost feel her saying - Ok mom, I’ve got this one! She dropped her head, watched her feet very carefully and she walked us right across that ledge without a bobble. Got to the other side and she went back into dancy prancy “Look at me!” mode again.
John Lyons says that horses remember spooky stuff WITHIN CONTEXT. So you expose them to bags at home over and over but you might go on a trail ride, round a bend and there’s a plastic bag hanging from the fence, and the horse will bolt and run. The CONTEXT is different. Horses are creatures of HABIT. Habit tells them - I am always exposed to plastic bags within this location and THESE bags, at THIS location don’t scare me. But many horses have a VERY difficult time relating that to bags located SOMEWHERE ELSE.
I have 2 horses that never spook at anything. Regardless of the item, the context, or the situation. It’s just not in their nature. It’s easy for people to say that they trained their horse to not spook, or that they’re a calm rider so their horse doesn’t spook - so what’s wrong with you. But the FACT is, some of these people have never run across a TRULY hyper-aware horse with the tendency to spook.
I firmly believe that unless you’ve reformed truly hot blooded horses with an innate tendency to spook and ask questions later - you can’t tell people with such horses how to fix it.
I believe that hot sensitive horses offer you the most challenge, but also the most reward.