-Try putting the hay in a bucket and then hose down the hay with water until the bucket is half full. Then after 10-15 mins dump the water out and then give the hay. Some horses at my barn need this.
-my horse also has allergies his are basically everything(pollen, dust, bugs) my vet said "worst allergies in a horse that I've ever seen", and we have him taking 1 scoop in his AM and PM grain of Hydroxyzine.
Would definitely talk to your vet to see if any medications would be helpful. I know there are some supplements that are made to help this problem also. A mesh net that attaches to the noseband of a bridle and covers nose could also help while riding.
If my horse developed this I would use young living essential oils like purification, peppermint, or r.c . But do your research first because your oils should ve theriputic grade and there are some that are sensetive to the sun etc. So look into it well but I'd say they should work!💕