I would also suggest using a few supplements in your horses feed for e.g. Bug:go
You can use both! I suggest fly spray first (you won’t have to clean the sheet and take it on/off) and if that doesn’t work then try the fly sheet. You can use both, it doesn’t matter but if the fly spray didn’t have any effects then I wouldn’t spend your money buying it.
There us nothing wrong with using both. If your horses is wary of the spray or is acting weird after it's put on stick to the sheet.