Hi ! The litter has to be clean most of the time, and so do the ones of the other horses in the stable !

You can give him some supplements like this one from Vitalherbs : https://www.vitalherbs.be/en/produit-detail-alveo-care-emphysea

You can also try essential oils such as this one : https://www.ideeki-t.com/en/emphyseme-du-cheval/1070-arom-6-anti-stress.html

I hope it will get better :)

Hello Rebecca :) You could use a hay purifier, it's quite expensive but the results are here so if your horse is really suffering from it, it might be the ideal solution !
Hope it helps :)

I am being sure as well that my box is clean! The hay is also wet :)

You should make sure when you're going to use an arena that it's well kept via dampening and harrowing the last thing you need is dusty arena to work in!