best weight gainer is grass and hay. People like to skimp on that then try a magic chemical to make up the difference.
This is what I always thought too until I experienced a couple of truly hard keepers. The sad fact is that there are some horses who will not eat for as many hours of the day as they need to keep weight on with just grass and hay.
I've owned and met a couple of horses now that are just picky and don't love eating the way horses are supposed to. I'm talking about horses that have their teeth done yearly, are wormed, have been checked for ulcers/bloodwork done and are perfectly healthy.
My own mare had good pasture all day, and high quality grass hay as much as she could eat. Meaning she had 2 flakes left over in the morning. Then we added to alfalfa, free choice. Like the OP, this horse would not eat anything damp, and if you mixed oil or beet pulp with grain she would not touch any of it.
Two things have been very successful for me: I added a high fat supplement which gives more calories in a smaller amount. I use Nutrena Empower Boost, and it can be fed 1-2 lbs. daily. It is rice bran fat and palatable to my horse that didn't like other rice bran based pellets.
The second thing I did was switch my complete feed from a senior feed that had a high NSC rating to a low starch feed. I believe the sugar content in the senior was making my horse burn more calories by pacing and running around, so it was counterproductive. I was feeding the calories only to have them burned off.
I would prefer to ideally feed the Purina complete feed called WellSolve LS but it is a bit expensive considering my horse still needs 7 lbs. daily to keep weight on and a bag is $30. It has only 11% NSC. For $20 a bag I can buy Nutrena Special Care which has a fairly low NSC of 15% and is fine since my horse is not insulin resistant.
I just want to dispel the myth that all horses can be kept at a good weight with enough grass and hay. Somewhere in our unnatural breeding practices we have also bred out the ability to survive on a natural diet in some horses.