Your horse looked pretty good in the summer shots so I think you had sorted the worm problem and as long as the pasture isnt infected and you are sticking to a programme then I don't see that as the problem.
Its sometimes better to buy a complete pelleted feed than spend time trying to balance fats, vitamins, minerals etc yourself. I use Sentinel senior (because it suits all of my horses) and add some sugar beet and haystretcher pellets
It could just be that your horse feels the cold more than others, all the food you're giving him is just about keeping him warm - in fact its not even doing that which is probably why he's losing weight
Can you not give him a bit of help this winter with a blanket or at least stall him at night with ad lib hay so he gets all he needs and not bullied off by others?