Yes, my mare always reacts badly to horse fly bites. We tend to ice it if we catch it early and give her some piriton to help relieve it.
Edited to add - we have started using a Switch a permethrin solution - there are a few other makes out there that use the same active ingredient) over the last couple of years and it has stopped her getting any horrible bites, I really rate it for horses that react badly to flies.
Yes my horse doesn't normally react badly to fly bites but one day she came out her stable with a horrendous reaction to a bite. There was one big lump and loads of little ones around it, I put aloe vera gel on it as it was very itchy which really helped. I also have her about 10 piriton tablets a day (yes human ones) but stopped as my vet said it doesn't really make a difference which it didn't to be honest.