How recently did you get him? Sometimes it's just a matter of them trusting you and freaking out to things is just their way of saying they just aren't comfortable yet. As far as fly spray, if he has any scratches or scrapes, it might just be stinging him. Sounds like you're already taking the right steps to back things up a bit. He probably just needs some more time to settle in. Maybe you could put him in the wash stall and just use the water near him instead of on him a few times to let him work up to it. That is funny that he doesn't like it. They all get daily baths at the track. Maybe his groom was little rough?