I dunno exactly what supplements you can get, but when my mare lost a lot of weight earlier this year, I bought F-R-M's Endurance Gold feed and F-R-M's Cool Balance pelleted feed. It really helped my mare to gain her weight back (with the added help of the green grass). I don't use supplements... so I can't help you there.
Adequate forage and any number of supplemental feeds will work, it just depends on what feed manufacturer's products are available in your area. Choose a feed that is designed for performance and start out slowly with it (sudden diet changes can cause colic) and work up to the recommended amount on the bag.
Fattening up a horse should not have to cost a fortune and should not happen extremely fast. Blu was neglected and abused so I have gone through the weight issues before.
Corn Oil is normally cheap and easy to feed. If you are graining already, just put in about 1/4 cup into the grain.
Beet Pulp works wonders too and its not all expensive. It comes in pellet and shaving form. All you have to do is soak it in warm water overnight and feed it in the morning. You can also mix this with grain.
Good old hay does just as good but it may take a little longer. I normally grain Blu over the winter. But this year I didn't much. All he got was his alfalfa/grass hay and he maintained healthy weight.
Sometimes food and rest is all a horse needs. Good Luck! I hope this helped!
My MFT was underweight when I got him. Be sure to ask for a few days worth of grain your horse is currently getting to mix with the feed you will give. This will help reduce the risk of colic.
If your pastures are in nicely, turn him out for the day, offer a good quality hay with some grain and for a supplement, I used DAC-Bloom. Not only did it help put weight on my gelding, his coat is super shiny and it does not make them hot. Your hay and pasture are the most important parts.