I agree, outside as much as possible is best for heeves. Make sure she's turned out with a friend. Dust as well as ammonia from urine in the bedding can aggravate heeves,.
For her weight gain, I'd put her on a diet of free choice bermuda or grass hay, plus the following, split into two feedings:
- 3-6 lbs of alfalfa pellets or cubes, wetted down or soaked
- 2-3 lbs of whole or crimped oats
- 1-2 lbs of stabilized rice bran
- Source Focus SR supplement
- plus a general vitamin supplement
Keep her blanketed, but keep her turned out as much as possible. Use a weight tape and track her weight once a week, same day and same time of day. If she doesn't begin gaining weight on this diet after 3-4 weeks, I'd have her scoped for ulcers.
Once she's up to a good weight, slowly taper her back to 1-2 lbs of alfalfa, 1-1.5 lbs of oats, no rice bran or just 1/4-1/2 cup, and cut out the Source supplement.
Besides her diet, I would also deworm her a bit more thoroughly. Give her Tape Care+ now, Quest in 4 weeks, then Equimax 10 weeks after that. That should clear her out of parasites.