You did not mention if the filly is the mares baby? I am guessing NOT, but just in case Mom may have had to drink more water to keep up with growing filly. Im am guessing she is not the Mom, but just in case might be time to wean.
Now, increase in water can signal several health conditions. Have you noticed an increase in the amount of urine produced? Do you know which one is responsible for the increase. The filly may be growing and has increased water intake to keep up with larger amounts of grain and hay and body size. Is the mare in foal? Have you noticed a change in coat, thicker than normal ect? Have other sources of water frozen up? How much water are they drinking?
Do you blanket and is it possible that in the days they may be a little sweaty? Are there changes in the texture of their manure? Do you see a lot of hay in the water, like they were dunking their hay? Could be a large number of things, Good Luck, Jay