I believe it says on the directions of MTG, to wash it out after a week, and then once dry, re-apply for the next week doesn't it? If I'm thinking right, then I would believe it builds up an irritating residue.
I would try a shampoo for sensitive/itchy/dry skin, and keep the sweat off of him as much as possible. That can make him itchy.
Flies can be a big problem as well. If you notice, flies alot of the time, like to hang out underneath the belly towards the back legs. And if he has fly bites back there, then he'll be stratching his tail, because that's the closest he can get to it.
Not sure about the mane. But, that's something to think about for the tail.
"You're just as sane as I am."~Luna Lovegood.