The only thing that makes clothing "mosquito proof" is the chemical (usually permethrin) that's washed into the fabric. Any clothing advertised as repelling or resisting mosquitoes will use permethrin or a similar synthetic pyrethroid insecticide/repellent. You can buy kits to wash permethrin into your own clothes as well.
Permethrin on clothes works. For regular "bug spray" the only active ingredients that actually work are DEET and Picaridin, both of which can be applied to skin or clothes. DEET is cheaper and lasts longer in high concentrations. Picaridin smells better and won't dissolve plastic. 100% DEET is nice for travel because a little bit goes a long way--I've been using the same 100mL bottle for a couple years because it literally takes 10-20 drops to keep the mosquitoes away. The downside is that if it leaks it dissolves stuff; a little bit out of my bottle turned a ballpoint pen into a weird black sludge.