I'm not a trainer or instructor, but I've got a spooky Arabian mare that I learned to ride on and that I've worked hard at for the last year.
If ABC spooks her, then I have to try AB. Or "A". Or "a". I have to break things down into something small enough for her to swallow.
Desensitization is not about creating a laundry list of things that she is used to, but creating trust that you will not allow her to be harmed. Every time you push hard enough to cause a freak, you've gone 20 steps back. The key is to be watching, and to back off with the threat before the threat causes a freak.
I suggest slowing down and lowering your expectations. Take baby steps. Or smaller. YOu cannot build trust if you push him hard enough to create fear. Horses don't learn squat when fear takes over. All just IMHO.
I can never see the point of waving bags at horses or wrapping them in tarps. Out of the environment they are trained to do this in it means nothing at all.
I work on trust by being firm and fair. Pressuring a horse is no good. Correcting unwanted behaviour, especially the little things will gain their respect and trust - get that and you have a horse that will do most things for you.