With a tail that's already beautiful and thick, what I would probably do, would be just let it hang flowing (I'm not really a big fan of tail bags used for any period of time), and every time he's ridden or whenever, use some coconut oil as a conditioner/detangler, brush it out carefully, bottom to top, and that'd be it.
I don't believe in never brushing the tail, as long as you do it properly. Only brush when it's conditioned, and allows a brush to glide through easily, and brush slowly, bottom to top, so there's zero hair pulled/broken.
Keeping it hydrated and conditioned is a must, since you don't want any breakage.
I've always kept right at the fetlock, or a little bit below, a safe length for tails.
Trimming a tiny bit right before a show, keeps the ugly ends off, and really gives a cleaner look.
"You're just as sane as I am."~Luna Lovegood.