Jeez, you are spending a lot of extra money you don't need to be spending!
First of all, how much does your hay weight per flake? A flake can be 2 pounds or it could be 12 depending on how it's baled. He should be fed hay by weight, not by flake. Also, the quality of hay should probably be assessed, but you could be getting that extra protein by throwing him a few pounds of alfalfa in the evening instead of expensive pellets and probably see better results. Also, if you're set on feeding purina, I would switch from senior to Omolene 200 and up the amount 10 pounds a day. If you still don't see great results, try adding 2 pounds of rice bran instead of doing the oil/vita-plus/weight guard stuff. The vita-plus isn't necessary since the complete feed contains all the vitamins and minerals he needs. I just want to save you some money, and honestly, I don't know too many thoroughbreds that don't eat at least some alfalfa. They are hard to keep weight on, none the less help them gain!