There are lightweight protective base layers out there that work against many, though not all, insects. They're made of nylon which dries relatively quickly if it gets wet. The main drawback is that they're expensive. You might want to peruse them. Here's one brand:
Rynoskin
They can be bought for less than what the manufacturer sells them direct (if you can find the size and color you want):
Walmart
Just some nice to know information.