Yes, we struggle with horse flies and mosquitos here. We're right in the height of mosquito season and the flies are making their appearance now as well. Troubles usually start in June and continue until September when it's consistently cooler at nights. We've had a couple of wet years now leaving lots of water in sloughs, etc., so mosquito numbers are up (on the plus side dragon fly numbers are also up and they consume copious amounts of mosquito larvae).
To help the horses, I spray/wipe them down with repellant. I'm using a purchased water based brand right now as I've temporarily (I hope) misplaced my homemade receipt. I prefer the water based ones as I think them somewhat safer in the long run however they don't last that long and need to be sprayed on daily.
I will also bring the horses into the barn during the day if the flies are really bad to give them some peace and quiet. The horses are in like a shot and you can see them relax right away and they're content to stay (they're really "outside" horses). They'll come in the barn around dusk for their grain supper. The mosquitos are at their most active at this time so the horses may spend a couple of hours in the barn if there is no wind to help them outside - once again, they don't mind this.