What a handsome fellow! It sounds like you're doing everything possible, however it doesn't seem like his weight is too low. I wonder if he's a higher metabolism horse. Some are just hard to put weight on.
Introducing my beloved Vegas. We got him from a sort of rescue situation; the lady who had him said he probably needed to gain only 150 lbs.! We did most of what you have done. The 'now' picture is after a year and a half! His teeth were lousy at first, so that was a start. With the amount the man puts away, you'd think he'd pack it on. The vet thinks his weight is fine, as long as we are able to maintain it. He's a bit of a fusspot and stands at the barn door waiting to get in to have hay instead of grazing! He'd live in there, funny guy.