When is a fly not a fly? When it's a termite that looks like a fly! We can't help but wonder if you are mistaking these alleged flies for a swarm of winged termites. According to pest control experts, swarming is an uncommon sight inside homes and is a sure sign of advanced infestation. This would also explain why the bug killers have not worked.
In either case, it sounds like you have pest problems. We suggest that rather then being thwarted by these "flies" that you enlist the help of a pest exterminator or a structural pest control operator. These technicians should not only be able to identify your problem, but come up with a solution that will cure it once and for all.