My sense is that they probably need more time, and possibly a slightly slower approach. Did you give Winnie some time to settle-in at home before starting bonding?
I’ve had experience where the new bun is more scared and reactive, and it led to a very tenuous bond that eventually broke. What can happen is the scared bun starts behaving differently once they start to settle in. They get more confident and their true personality starts coming out, so the dynamic that may have been established during stress bonding or early bonding sessions changes.
I’m dealing with a somewhat similar situation trying to bond my girls (as part of a trio), and the tactic I’ve decided to try is shortening the sessions again and really trying to focus on ending on a good note. So in your case, you see good behaviors at first, so I would go back to short sessions and always end right after the good behaviors, even if the session is only 5 min long.
Also, if Winnie wasn’t given some time to settle in (and if you didn’t do pre-bonding), I think she would benefit from a break with no bonding sessions where she could adjust to her new home and relax a bit. That could also serve as a nice reset for their interactions as well.
.
.
.
The answers provided in this discussion are for general guideline purposes only. The information is not intended to diagnose or treat your pet. Seek the advice of your veterinarian or a qualified behaviorist.