I agree with the other suggestion people gave and have another to try. We feed a couple cups of rice bran a day, has a nice fat content to it too.
One possibility to think of. Quite a few years ago I bought a horse that was underweight and tried to feed him up. He gained weight up to a point then refused to put more on no matter how much I tried to feed him up, this went on for a year. He was an older horse and I figured due to his age, getting ridden on trails and being a hard keeper that was as good as he was going to get when it came to weight.
One day he got sick and the vet recommended antibiotic shots for him, afterwards his weight shot up so fast he actually got fat and even sassier then he was already (didn't think that was possible). I had to actually cut back his feed for the first time since I bought him. I asked the vet about what happened and he said sometimes they just have a low grade fever that physically drags them down, the antibiotics got him over it.