Try Neem Oil.
Get some pure Neem from the Internet, liquify it in hot water and then mix 5 ml Neem, 3 ml of shampoo (or liquid soap) and add 1 litre of hot water and wash that all over your horses.
It does smell not so nice but no biting insect likes it so should keep the flies away.
It will also deter ticks and fleas on dogs and keep slugs and snails off plants.
It will also hold for a lot longer than most fly sprays, is natural so an added benefit. Also you need so little it lasts for a long time.
Best to sponge it on as it will bung the sprayers.