My mare had a bout with a health issue & she lost some weight last year. I had really good luck with adding oil--try either canola oil, soybean oil (which is just plain vegetable oil) or a combo of both. Also, Cocosoya is good. Corn oil isn't great. I've heard people having good luck with DAC oil too.
I generally prepare a "snack" for my mare, usually after work, of 3-4 measured cups of alfalfa pellets, 1-2 cups of rice bran & 1-2 cups of timothy hay pellets & drizzle about a cup of oil over it all. Mix well.
Add oil gradually or you'll see some loose poops. Start out with 1/8 cup for a few days, then increase by 1/4 cup every 5 days or so.
This combo has really packed the pounds (& muscle & shine) on my mare. I started in May & she is nice & fluffy now going into winter.