I know someone that rides in a nose net because her horse has allergies and it works well for her.
I can't remember the name but it is approved for jumper shows and dressage shows. Just look it up and it has a dressage horse on it then that's it
if a nose flap is what i'm thinking of, it won't stop dust. if it's the nose flap i'm thinking of it is only to prevent bugs from landing on their nose. it may stop some dust but not a lot