
Hi Sixpence,
Not sure how much I can offer but can only go on my own experiences and those I have from others when discussing this same subject, Westies are terriers which is a prevalent factor the like the rough and tumble of things I think anyway. Most will chase anything.
I personally think they are best kept on their leads when there is other dogs or animals around, extendable ones will give you a litttle slack.
The only time I have any of mine off the leads is when I know I am somewhere were we are unlikely to meet other dogs. My little bitch who is 2 if she sees a bird will run and not stop until the bird is out of sight then return which sometimes frightens me I can tell you.
Life is easier when you have them from puppies as you can train the from day one. My male dog does not budge from my feet for anything. Both were trained the same way but my little girl is more devilish.
My only suggestion is to try and spend a great deal of time re training her especially the come commands. It may be worth joining a local training class failing that keep her on the lead.
BFN
Pam