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!