For hay storage, we bought one of those tarp sheds. We built a solid, wooden floor raised above ground level, and use pallets on top of that to increase air flow. It works great, and between this and our hay room in the barn, we are able to keep enough hay for 3 horses for almost a year. If you do it right, the hay will stay really nice too. Sometimes there are old tractor trailers (just the storage part) available for good prices on craigslist. I know a few people who use those for hay storage, and as long as you check for any leaks, they work really well.
I find that being able to store hay is essential to making sure that I always have quality forage available for my horses.
On a side note, although your gelding is looking a little ribby, I think your mare looks fine. It seems like you will be all set soon, but I would suggest the alfalfa pellets if you run into this problem again. After recently getting a horse with ulcers and doing a lot of research on feeding, I learned that not only is alfalfa a good way to put weight on a horse, but the high calcium content is also a great way to buffer stomach acid. Since your guys are getting quite a bit of grain per feeding, the alfalfa will really help them process the extra sugar and starch, and is I suspect, the reason why they were doing so well on the alfalfa mix hay. Hope this helps!