All 4 seen together @ 10:30, hiding in the trees  next to the fence parallel with the A338 close-ish to Ellingham Drove.  Lucy gave their position away and came down to me, otherwise I would have missed them.  All fine. Lucy then proceeded to abandon "the herd" and followed me closely all the way back to the Ellingham Drove gates then whinnied after me as I left. I think she is still in season and looking for love!