We had thsi same problem eons ago when we used to show horses - not much can prepare you for that sort of environment. You might be fine in your normal outdoor arenas with crowds, but it's a completely different environment at the state show in an indoor arena with the sheer number of people, different echos, etc.
We had a medium pony ages ago that was the laziest thing ever at home. When he got in the show ring. He was ready to Go! Our Daughter won her first state championship class on him when she was 8.