Agree mostly with above, as this is a new & obviously untrusting horse. Do whatever you can to associate yourself & your 'toys' & 'games' with Good Stuff. BUT bribery - that is, offering the Good Thing as a lure for the desired behaviour - is of limited value. Therefore I'd be combining ideas given above & aim to phase out the bribery asap.
As you want this issue resolved, I don't think it's helpful to focus ATM on the importance of getting the fly veil on - flies might be bad, but horses don't tend to suffer much from them. Make the focus gaining his trust and teaching him that being Caught is a Good Thing for him. BTW, you don't need anything like whole carrots - cut them in slices or cubes & you'll have a heap of rewards per carrot.
But try this halter him then give the treat and then rub and release within a matter of 2mins, no longer because then it isn't fun to get haltered.
Just want to be particular about this, because horses learn from *instant* association & timing is everything. 2 seconds is about the outside 'rule' for associating cause with effect, far from 2 minutes. So agree with the first part above, just release immediately to begin with, & ensure being haltered is indeed fun, no matter how long he's haltered.