Where I work we had a haflinger with the worst sweet itch when he came (scrawny little thing as well), and we had a bit of a regimen with him :P
In the afternoon, before he went to the field for the night, he was doused in normal fly spray, and had this really strong stuff in his tail, not sure what it was called, but we had to wear gloves and apply it with cotton wool. He'd then have a fly rug put on, and the thing that worked the best
was a citronella collar that we put on him.
He also had garlic in his food, which seemed to help with the midges