As a participating mare/stallion, do I have to stay until the end of the event?

No, each guest, it does not matter if he comes as a stallion or a mare, can leave the marketplace anytime he desires to.

Mares, however,  have to ask for the assistance of the attending stall helpers to safely bring /accompany them to the mares’ lounge where the blindfolds can be taken off.

In the mares’ lounge, the mare can recuperate and have his break or get dressed and leave the marketplace anytime he wishes.