I have a mare that has always been super itchy and like you tried everything. First we thought it was flies and kept trying different brands of fly spray but didn’t have any luck with the itching. I tried different coat moisturizers, coconut oil, apple cider vinegar, shea butter, etc., but was only slightly able to reduce the scratching with the shea butter. This summer I moved to a different barn and within a week the itching was gone and I haven’t had any other problems. She still gets the exact same hay, grain, and supplements so it had to be something in the pasture she was allergic to (she was on 24/7 turnout). Since you said your horse has been with your trainer since he was 2 it may be something on the property causing him to react. Changing his bedding type, turnout (grass to dry lot), or anything else you can think of may be able to give you answers. As a last resort you could try moving him elsewhere for a couple weeks but thats never an easy solution. A vet, while expensive, may be a good option. They run an allergy panel and find out what the cause is and he can receive allergy shots from those results that should help him overcome any reactions to his allergy. Good luck and don’t give up!
Only perfect practice makes perfect.