Congratulations about your new ponies, and sorry about accidentally leaving one behind! Maybe confide in your most trusted friend? Who you are closest to? And ask them to go along with you; they must be aware of how you do not like to go into these situations. I would do that for one of my friends for sure, and did in fact offer to go with one of my friends to fetch a parcel which had been mistakenly sent to a very unsafe part of Johannesburg. However her husband offered to go instead so it turned out to be unnecessary.
Maybe a good starting point would be to call the seller and find out if she does still have the pony? Maybe you can arrange to meet her at her workplace? Or a safe neutral location that is also convenient for her?
Or, if this is all just too stressful for you, then have a look on eBay/in the community here for a replacement? Would that help you to feel better?
Please share what happens.