Don't use the "all natural" fly spray. Though it might be more chemicals...use the chemical brands. A horse at my barn did the same thing and he had all natural spray we switched him and now he doesn't get bitten nearly as much :) hope this helps though I don't know what you already use so.
A spray we have in Canada is called Konk. It is the best and very safe as they use in dairy barns.
This isn't really a recommendation on fly sheets, but I totally recommend Swat. It's a cream that you just massage into the coat where flybites are common on your horse. I use it on my horse, it works so well!
Spray fly spray on the fly sheet to add more protection! Works really well with my thouroughbred
Get a zebra print fly sheet it repels the flys really well
You could try Antihistimine supplements too
Try the Shedrow fly sheets. They're cheap, and also great quality! My horse has the same thing, so I have a periwinkle shedrow fly sheet and the hood is attached so it doesn't come on and off. The noble outfitters fly masks are also really good. And I just fly spray their legs because I personally don't like the fly leg boots.
I really like the smartpak flysheets!