It's very likely that you are dealing with allergies with or without heaves. Horses can react to topical treatments including fly sprays as well as to the biting insects. And horses with this kind of allergy are likely to be allergic to other things as well including pollens, molds, fungi, etc etc.
Horses with allergies may cough and such after eating hay or while working without actually having heaves.
Until your vet comes out for an exam, I wouldn't use the same fly treatment that you used previously. If possible use a fly sheet instead of any topical sprays. If not, use sprays very cautiously and watch for any reaction to them. If you see a reaction start, wash them off.
Licensed Veterinary Technician