Coconut oil helps when we're out working. I'm sure it'd help in the pool too. We just use coconut oil like lotion and smear it in. :) We've a minifarm and are surrounded by horse farms. :) ~Honey
mentholatum rub, Icy-Hot, or Vicks... it works wonders! Just tried this over the last weekend and no gnats or horse flies bit us!! They fly around and buzz only....
I would say swim under water, but that often is a hard thing to do for more then a few seconds. However most insect sprays tend to work fine. But once your wet, they loose their ability to stop the biting. You need to figure out where these flies are coming from and work on that aspect of the issue. Bug zappers work wonders in attracting these types of insects. Just be sure to place it away from the crowds so not to attract them towards people. They make bait to help attract them so the zapper will kill them.