I have the same issue as you. I like flax and spirulina. I also really like the California Trace minerals which really helps with allergies.
But the biggest, quickest improvement can be seen by supplementing with MSM. It is an anti-inflammatory, after all. For a full size horse, the dosage would need to be 10,000 mg per day. You can factor down for your pony's weight. You will see a dramatic decrease in itching within 2 days.
For the bloody areas, you need to put something that stays goopy like Vaseline (or better yet, something like Vick's Vapo Rub) to keep the no-see-ums and flies away. I spray fly spray over the goop as well.