Annie had that same problem when she came off the track. And still its dificult. Racehorses. Hmph, its like consistenly putting weight on a skeleton. I currently have Annie on Two butter-tubs of Omolene 200 twice a day with Biotin, Weight Builder, Beet Pulp, Super 14, and Sweet Feed. She gets five flakes of Alfalfa a day(We get super dense stuff) and still open range on grass for nearly twelve hours a day. Trust me. Racehorses are difficult.
This is what I mean. You're pouring all of this high energy feed and hay into a horse and not seeing good results. On this much feed and hay, she should be fat! But, TB and other hot blooded horses don't utilize carbs and sugars the way other breeds of horses do. The more high sugar/starch feed or hay you feed, the more "active" the horse gets, the higher their metabolism goes, and the more calories they burn, so they need more food!!!
Even just 1 lb of plain oats made by TBxArab gelding lose a little weight and become a bit "hyper". Once we switched his diet, his weight held wonderfully and he has turned in to a puppy dog in personality, lol.
My current "hard keeper" TBxArab gets free choice mixed grass hay (bermuda with local grasses mixed in), 1lb of ADM's StayStrong Mineral Pellets (concentrated feed), 1/2 lb of chopped alfalfa hay (slows him down, he gulps his feed down...), 1.5 lbs of Timothy hay pellets, and 3 oz of Uckele's Cocosoya oil. That's it! No weight gainers, no sweet feed or grains, just a simple diet with good fat.
My last TBs were on similar diets. I have used flax meal successfully, and rice bran, both at a rate of 1/2 to 2 cups a day, depending on the horse. Beet pulp works if you have a horse that gets hot on alfalfa. Otherwise I prefer alfalfa pellets and/or chopped alfalfa hay. We don't get baled alfalfa hay in Arkansas very often. We have blister beetles around here, so most hay producers grow some form of bermuda.
Less is more when it comes to hard keepers, especially TBs or similar breeds. Hay, hay, and more hay, with as simple and "natural" of a diet as possible works best. (IME)