Could you try a broodmare type feed? I'm not sure what feeds you've got in your area since I'm from Australia, but I had a great amount of success with a feed called Biomare with my WB mare last winter. She'd come from an area of drought so wasn't in the best shape when I got her, but she failed to gain weight even after adding hard feed and quality hay to her diet. Fast forward a bit and we treated her for ulcers, removed all grain from the diet while that was happening, and her behaviour notably improved (very hot, sensitive mare) but she still didn't show any significant weight gain. So, I swapped her onto Biomare twice a day and she packed the weight on and best of all she didn't get any hotter while on it either.
Cold you look at doing a few smaller feeds throughout the day as well? I my experience, they seem to put and hold weight better if they are given a few smaller meals over one big one.