You could train her in a separate, quiet room and just close the door so her buddies don't distract her. Watch for the pre-nipping behavior---like the "squatting" as you call it(I'm assuming you mean something like a stalking position, as if she were after a herd of cattle). When she does this, say "Ah-ah!" in a firm voice. This should distract her and startle her. When she takes her attention away from Rudy, praise and pet her. (You can substitute whatever word you prefer...no, hey, etc.) Also, randomly carry the ball around the house. For instance, pick it up like you would any other time, but don't throw it. Do something else with the dogs while carrying it around. Maybe even pick it up just to walk to their food bowl and feed them. She currently knows that when you pick up the ball, playtime begins, and your big Chessie turns into a sheep. If you randomly carry the ball around, she won't associate it with the beginning of her nipping. Her herding instincts are kicking in, and she's learned to use them when you pick up the ball. She remembers what she's done every other time you picked up the ball, and she gets excited, preparing to "play" with Rudy. I would also recommend teaching her "stay" or "wait." Work on getting her to stay when you throw the ball(you can also teach her "get it," or "fetch" so that she still will retrieve the ball). You should do this without Rudy, as his play will entice her to break the stay. Once she will consistently stay put while you throw the ball, bring in Rudy. Keep her leashed just in case, and tell her stay. Toss the ball a short distance.
Is this the only time she nips him? You should take care of this as soon as possible, as it could escalate to herding all the dogs around constantly. As far as not sticking around on walks, Border Collies can be very independent. Since she's still a pup, she's probably just curious to see what her buddies are up to. Through training and play, she will develop a special bond with you. Don't take it personally. She's not shunning you, she's just checking out her canine companions. =) DTA has a lesson on stay that you should find helpful if you aren't sure how to teach it. Good luck, and I hope this helps you!
