First, my sympathies as well as my empathy to you for your loss. I, too, have experienced loss due to COPD and can still feel the sting. Frankly, it sx.
You might want to talk to your vet about antihistimines and anti-inflammatouries, such as but not limited to: prednisolone, relative to this condition as the Dex might not be enough by itself. I know it can be pricey, conscientious horse care sure is these days!
A couple things one can do without a vet is to try to keep the animal’s environment dust-free yet ventilated. Let horse spend more time out than in when weather allows. Rinse your hay (dunk it a few times or run a hose over it for a few minutes) if possible to help take out the soft chaffe and seed that filters thru as they rummage thru it. Dampen grains to limit dust. If allowed and strategically safe, throw a tarp over your horse’s stall do help minimize ceiling dust. You can even spray down your stall if a lot of bedding is involved: water wet is not the same as urine wet. Feed all, ‘specially hay, on the ground in tubs for nasal drainage and proper eating position or at least chest level or lower. Humid or windy days seem to be harder than dry, calm days, ride/work/tend accordingly. Light work, with a vet’s ok, can help to promote air exchange within the lungs, keeps the fluid from building up, so to speak. This does NOT require that your horse be “out of breath” or “puffing”, just using as much capacity as is comfortable, even if it is just a walk around the yard.
Good luck with this nasty condition, it CAN be managed but to a point. Wish I could help you more.
Sure there's right and wrong but mostly there's just a whole lotta different.