Has he ever been full clipped before? If not, he may just need to get used to the feel of it - it must be pretty weird having a full coat and then nothing, so he may just be getting used to regulating his temoerature and the feel of the coats on his skin now he doesnt have a layer of fur between them :) Or maybe he has just been cut a tad short somewhere and hes having that itchy feeling as his hair is growing back again. Has it been long since hes been clipped? He may just be one of those horses that doesnt get on well with being full-clipped?