I had a filly who had a very thick neck to the point it was almost cresty. But it really didn't get real bad til like 3 months of age and once she was weaned it came down quite a bit and she had a nice neck. So I just blame it on baby fat.
A picture could maybe help, but I've had what i call a milk crest on some of our foals. None of them have thick necks now, but they can go through that stage as foals if the milk's real good
If her parents have nice necks, then I would suspect you're just seeing a milk crest on her
My colt is quite a chunk. Like you I was getting worried so I decided to have the vet out to take a look. I should have just not worried because I paid the vet $118 to basically tell me he's just a fat baby, I guess mama's milk is very good haha.