Help i gotta horse with a cut artery.?

ok well my 2 year old filly got her leg stuck in the round pen yesterday and cut her artery in her leg. I called the vet he told me to just put gauze around it and vet wrap and to make sure i had it tight to increase the pressure to stop the bleeding. Well i did that and he told me to change it after 10 hours. when i did the bleeding started back and it was none stop until i could get the bandage back on good enough. Should i continue changing it every few hours or keep it on there a while. I think it needs air and i don't want the scab to grow on the bandage as well, but when i take it off it starts all over again. She lost about 2 gallons of blood before we got it stopped. No one could catch her and she just kept running and running she finally stopped long enough for us to get a halter on her and we bandaged her up. I would call the vet again but they are closed for the day.