It's a fairly recent thing and it applies only to certain items, I'm not sure about the criteria, but you should be able to find it somewhere in the T&Cs
Unfortunately we get this sort of thing allot with out Ebay shop. You can report her to Ebay for "Feedback Extortion" they will then contact her and in most cases I find that people leave the feedback and so the matter should be resolved. If you go to the help tab on Ebay and search for "Feedback Extortion" it will tell you how to report it. You will need to forward the emails but it sounds a simple case to me as you can prove they were never included..
Ebay has got so difficult for sellers, leaving them with virtually no protection. I am surprised so many people still use it, at least for bigger items.
I think the with holding payment on certain items applies to people with under a certain number of feedback.
You can buy some girth guards from your saddlers relatively cheap, and unfortunately this might be the easiest way for you to get out of this predicament