Having been on the eventing circuit with ZP, We were always surprised that she didn't have the best horses and wondered why not. She's never had a top horse sent to her by an owner and her two best horses, Toytown and High Kingdom, were "made" by her. Toytown less so as he was already established at Intermediate when she got him.
She had a huge advantage in being trained by her parents and that's likely the difference, along with a competitive nature and big match temperament. BUT, yes, she is very aware of who she is, she is very protected by her circle of friends in the game, she IS given preferential treatment in regard to stabling etc and she is utterly fawned over by the press, which is why she gets the big sponsorships. Cake, eaten.