Help! My horse is allergic to knats?

I have a cob-type horse Simon who is allergic to gnats. He doesn't swell up much, just a little bit thats barely noticeable, but he looses his hair! He'll start itching his face, his neck, and his one of his hind legs, and dead skin, and hair, will rub off of him in clumps. I've tried fly spray, but that has little to no effect, and every time I put a fly mask on him he just scratches it off! I'm starting to show him soon but I really need this problem fixed! Please help me!