I don't have any idea what would cause your horse to have that problem, so I can't really offer any suggestions on that.
But I wanted to caution you that you should be careful about feeding selenium because horses can overdose on it.
I wouldn't personally supplement selenium unless I knew I was in an area that was lacking it and I was very careful that the other feeds I was feeding didn't also add large amounts of selenium. I was at a Purina workshop one time and they told the story of a lady who fed her horse several different supplements and all of them had additional selenium in them. Her horse died from an overdose of it.
That is also what killed a bunch of polo ponies a while back (although they were getting it by injection and the pharmacy made a major dosage mistake).
So anyway, just make sure you are in a low selenium area and don't feed any more than the supplement package tells you to.
Maybe I just worry about everything,...... actually I KNOW I worry about everything(!), but I just thought I would mention it so you don't accidentally overdue it.