I suggest applying fly sprays AFTER you put the saddle on. Some horses react to fly sprays in areas like under the saddle when they sweat heavily.
I have also heard that a BLUE (not red, like the song, sorry) solo cup, strapped to a horses head between the ears, coated with glue stick glue will actually attract the deer flies to it and they get stuck. I have never tried it, since I am afraid it would attract more than might be there otherwise. You can also put one on your own helmet. However, being the product of an older brother who made always made up something stupid for me to do so he could laugh, this seemed eerily similar......
Blue solo cup and glue stick glue? That sounds just dumb enough to work but it could be like you say, somebody else's brother was pulling a "brother trick" on you
I would have to try that when I was sure I was alone in the woods