Here is another take on the question/answer. I use a (I think) 3" throat latch sweat that goes on first. It has fleece against the neck with a neoprene section on the outside. I wrap that in the direction the mane grows. Then over that I put a neck WRAP (6" or longer depending on neck length). You roll it up like a leg bandage and start putting it on with the fleece part over the throat latch sweat and keep wrapping til you get to the velcro, which you attach. It has to be pretty tight, which means you have to be careful that the horse's head is not up too high or down too low when you wrap. You should be able to slip part of your hand under it. You should take them off once a day and wash them often and check to make sure the neck isn't getting burned. I have seen burn marks from using plastic as one of the layers, but I have never had one burn. Most common problem I have is that in turnout they take each others wraps off and always on a rainy/muddy day!!!
The gels seem to work well, but I think best results with those are right before the show on a horse that has been wearing sweats all along.
The WRAPS or any of them with fleece against the skin should be able to be left on overnight. You should see wetness on the inside of the neoprene layer (well away from the skin) when you remove the wrap. I can see this even on our "non-sweating" mare! The plain neoprene is what you would use with the gels JUST FOR A WORKOUT and rinse everything off afterwards (horse, neoprene, and plastic if used).