Why exactly do you want to put in tail extensions? I'm sure your horse will be fine with a shorter tail. If you still have bugs you can always just put flyspray on to help with the fact that it won't be able to swish them away.
My new mare had a pathetic tail so I ended up cutting it pretty short (I don't have to worry about bugs right now. I do, however, have to worry about it freezing). So, I am applying Cowboy Magic Mane & Tail Detangler probably once a week and brushing it every time I go there. Since there are less knots in her tail it allow it just to slide by instead of it getting caught a ripped off/out.
Hope this helps!
"You know, for as long as I can remember, I've had memories." ~Colin Mochrie