In addition to what G&S said, try schooling in your show clothes, so they are as familiar and comfortable as whatever you normally wear. Except when it is stinking hot (when I ride in shorts and sneakers), I always ride in breeches and boots. That way, they become second nature. As for your show coat – could it be the wrong size for what you do? I sometimes get a size larger than ordinary civilian jackets, because I want more freedom of movement. Or, possibly, could your saddle be too clean? I never soap or oil mine too close in time to a show for that very reason. I also don’t use Show Sheen just before a show, because it can make the horse slippery.
It is never the horse's fault