I second having his teeth looked at. Hay is good for the nutrition, the silica in pasture grass is what helps to keep their teeth in better condition. Even one bur rubbing in the right spot in their mouth can make it harder for them to really grind their food so that their body can pull all the nutrients out.
Fecal counts are better for worming so that you can get the right wormer for the job, also rotating your wormers so that the parasites don't develop a resistance to the wormers is important.
All hay is not equal, a lot of people sell hay from fields that if you drive by before haying season begins, is filled with weeds.
Your horse looks like a sweetie pie