Thanks everyone these are all very helpful tips! I have done some research since yesterday and I think I am going to try the blue seal carb guard, alfalfa pellets and the cool calories. Along with a blanket at night and really windy/freezing days. My local vet also carries costal burmuda hay that is really high in protein and nutrients, I am going to add a flake or two of that in a day with his regular hay ration. I tried a blanket that I borrowed on him last night and he took it fine, he didnt even bother to spook from it! So I hope this works!!
I haven't read all 5 pages of this thread, so I'm probably going to repeat some of the advice you've already been given. I don't care what brand of feed you use, whatever is your favorite and works. I'm going to use Purina Senior as the example as that's what I use and I have some FAT senior horses who have been rail thin as they aged.
24/7 grass hay free choice
Work up to about 15 lbs of Senior per day. On the bag it states that a horse in Light Work weighing 1000 lbs should receive 14.75 lbs per day, assuming no hay is fed because it's designed to be a complete feed.
I don't like depriving them of their hay, so I feed the Senior and leave hay in front of them at all times. I then feed the amount of Senior they should get for what I WANT them to weigh, not for what they weigh now or I might even go a little more than what I want them to weigh so they'll put the weight on pretty quickly. I also add Purina Amplify, a high fat supplement to their diet, 1 or 2 lbs per day, depending on how quickly they are picking up the weight.
I also KEEP the horse blanketed in a heavy blanket until the weather is consistanly over 60 degrees F in the daytime or until they've gained all the weight they need to gain. I re-blanket at night until they've regained all their weight. I found this KEY to getting weight on with my older horses, especially during the winter. If I left them unblanketed or too lightly, they'd either not gain or lose everything they had gained.
A horse with no fat cannot stay warm and will burn off all the calories you're feeding him so no matter what you feed, he'll still be cold. If he's shivering, he's cold.
I use these turnouts/blankets and I've had really good results. I have more than one blanket per horse because if one gets dirty I don't want them cold while I clean the blanket.
Heavyweight Turnout: StormShield® 1680D EURO EXTREME Turnouts in Euro Fit at Schneider Saddlery
I also buy the Sheet so I can layer the sheet over a stable blanket. I buy these stable blankets: Adjusta-Fit® SUPERQUILT® Bellyband Blanket - Heavyweight in Stable Blankets at Schneider Saddlery
For the money, these have been the most durable and lasted the longest of any of the less expensive blankets I've used. I have a couple $300 blankets that have more patches than these do, and after less wear than I've had from the Schneider's. Schneider's also stands behind their products really well.
Here's my 32 y.o. QH Lucky. He has since passed on but you can see he certainly wasn't skinny when he died.