Putting weight on your horse.
I have had several of these rescue type horses in the past and the best solution that I found was similar to what the vet suggested to you. I added 6lbs of Total Equine to the alfalfa pellets and soaked them in water with baking soda and whole flax seed. This seemed to work best for most cases. If your horse fails to eat the wet mash then just add a bit of pancake syrup to the mash. This mix should do the trick and add weight at a rate that is healthy for the horse.