Test your hay for neutral detergent fiber and energy, protein and Total Digestible Nutrients. Great looking hay (to us) can have very little feed value. Feed companies and the Cooperative Extensions here in the US will test hay (or tell you where to send it to be tested). You take a core sample from several bales and send it out.
Also, you say you are feeding a bale of hay a day. How many POUNDS and is it going into the horse or being stomped into the ground and mixed with the bedding?
Do you find any wads around her feed area? These look like wet mouse nests and are indicative of teeth issues.
Last, what does her poop look like? Does it have a lot of long hay fibers in it compared to other horses doing well on the same feed?
This horse may not be drinking enough water (too). Having it available does not mean drinking it. Try offfering her a bucket of tepid water.. some horses in cold climates will really drink tepid water much better.
Last, but not least, she most certainly could have something wrong with her. It could be disease, tape worms (I know you are worming), a tumor, ulcers.. so the vet check is in order (which you are doing).
Have you taken her temperature? That could be very revealing...
There is something about the outside of a horse that is good for the inside of a man. ~Winston Churchill
) Dinosaur Horse Trainer