bat houses/bat boxes
yikes, that sounds awful! Your poor horse. My area's having a very bad mosquito season too. I don't have any good suggestions for sprays for horses, but if you can install some bat houses (aka bat boxes), they're a completely natural way to get rid of mosquitoes. It may take a few weeks for the bats to move it, but they can eat 1,000 mosquitoes an hour, and depending on the size of bat house you get, you can house 25-200 bats in one house. I put them up around the property and at dusk they're all over. Not an instant solution, but it will help long-term, and no chemical side effects! Plus, bats are becoming endangered in many places.
You can buy pre-made bat houses on ebay, or at hardware stores. Good luck!