"No one knows at the moment where Sam has gone. She has not even given proper reasons for the break-up other than she is not happy and hasn't been for a while," a friend told the Sun.
Bayford, a former postman, met Burbidge two months after he split from his wife, who now lives in a mansion in Dundee.
He invested in her passion for riding, building a £1.5 million eventing arena, hiring stable staff and buying up to 30 thoroughbred horses.
But friends say he knows nothing about riding and will have no clue what to do with it all now that she has gone.
The pair are said to have been close to splitting in December, when Burbidge moved back to her parents' house in Romford, Essex.
But she went back to the manor house to talk to Bayford and they were back together by Christmas, friends say.
He is said to have gone to visit his ex-wife — who he is still good friends with — in Scotland when problems arose again.
Bayford met Burbidge, who is 16 years his junior, in a pub in January last year. Just three weeks later, she left her job as head groom of a stables in Thurlow, Suffolk, close to Bayford's home in Haverhill.
The lottery winner then proposed to Burbidge on a romantic trip to the Maldives, before moving her into his £6 million Grade II-listed country mansion, which had been bought with some of the proceeds of the win.
Last year the former postman is said to have purchased a lavish £1.5 million arena on a 14ha site in Norfolk, as well as a fleet of horseboxes for his showjumping fiancee.
On the website for the arena, which boasts of indoor and outdoor facilities, it said: "Samantha and the team are pleased to welcome you to Forest Edge Arena. It provides both indoor and outdoor arenas for the serious rider as well as facilities for those just wishing to watch events and enjoy a cup of tea and a hobnob in front of the fire."
But now it appears their relationship has ended.
Bayford lives in a £6 million Georgian mansion in Suffolk with top-of-the-range facilities for horses.
The former music store owner had hoped to keep running his beloved business but shut it down because people kept turning up begging for money.
Rumoured love interest Marta Jaros was a regular visitor to Bayford's house and was seen driving a £34,000 Volvo V40 hatchback thought to be a gift from the father-of-two, who cannot drive.
Gillian Bayford, who is Scottish, moved to Dundee with their children.
She is said to be in a relationship with an Audi car salesman, who has moved in to her £750,000 new-build home.
She also said she had given £20 million to her mother, father and brother — but they fell out after they claimed it was £1million.
She said she gives her to children just £3 a week pocket money to keep them grounded.
Aimee and Cameron were also told to do regular things like going to activities like cubs and brownies.
Despite millions of people across the country dreaming of landing a huge win on the lottery, the Bayfords are just one example in a long-list of winners who say their lives have been ruined by the windfall.
So-called Lotto lout Michael Carroll won nearly £10 million on the lottery in 2002, but was forced to take a job in a biscuit factory for £204 a week just 10 years later.
His ignominious journey from rags to riches and back again included squandering money on fast cars, huge quantities on drugs and drink and has even included two spells in prison.
And at one stage he was so broke after blowing so much money on prostitutes and gambling that he was forced to sleep rough in a forest while looking for work.
Callie Rogers was Britain's youngest winner, scooping £1.9m in 2003. But, after giving up her job, she frittered most of her money on parties, drugs, cosmetic surgery, holidays and gifts. She soon became so depressed that she tried to commit suicide.
Roger and Lara Griffiths, from Wetherby, West Yorkshire, won £1.8m in 2005. But their fortune spelled the end of their 14-year marriage and Roger Griffiths was eventually left with just £7 in his bank account.
Rapist Iorworth Hoare won £7.2m after buying a Lotto Extra ticket on the day he was released from jail in 2004. He was ordered to pay his victim nearly £100,000.
Mark Gardiner, a glazier from Hastings, won a half share of £22.6 million. As soon as the news was out, he says life was ruined. He fell out with friends and split from his wife.
Angela Kelly, 46, who won £35 million on the EuroMillions draw in 2007, also said her life was ruined by the win. She married her long-term partner in a £40 secret wedding in 2013.