I'm pretty sure you can give horses Benadryl, but have no idea of the dosage.
Another thing to try would be spirulina, if you can get the horse to eat it, its supposed to help with allergies and immune function. Dosage is about 1 tsp 2x daily (or 2 tsp once daily) of the powder (might actually be a little bit higher dose, but this is all I can get mine to eat). you can also get it in tablet form in health food stores, then it would be a 1-2 tablets daily depending on the size of the horse).