Before my tb gelding passed a while back, he had a horrible time keeping weight on. I'm not sure if it'd help your guy (not sure on calcium levels on these things, so you might have to look that up) but along with senior feed I was giving my guy stabilized rice bran and beet pulp pellets.
The beet pulp has to be soaked and I believe the maximum you can give on both of those things are 2lbs of each. My guy was on a total of 10lbs of senior feed, 2lbs rice bran, 2lbs beet pulp along with pro bios, various supplements, soaked alfalfa and timothy pellets and free choice grass hay.
I've heard that there's a supplement called 'cool calories' that is a calorie supplement as the name suggests. Another thing you might try/add in are oils. I've heard soy bean oil is very good, but I just used vegetable oil and it seemed to work okay. My vet mentioned some people also use corn oil, but that it's not very good for their joints or something like that. On the oils you have to gradually up the amount to the amount you want, around 2 cups is what my guy was getting each day.
Not sure if any of these things would help, but they seemed to work decent on my hard-keeper tb. :3