She does need weight, but she also needs muscle mass as well. I have an OTTB and TB's are terrible at keeping weight sometimes (you can always get an easy keeper..but its rare haha) When I got him his top line was terrible (sort of like hers) and his butt was not nice and round, his almost looked like your girls. It is hard and very very over whelming when you take on a horse that is underweight. Now since you did talk to your vet, did your vet also suggest getting her teeth done? that can cause an issue if it has been a while since her teeth have been done, also ulcers can be another cause. I would suggest talking to your vet again, it could be a simple de-worming, but sometimes it can be from something else.
Now for the feed, I have heard people get good results from rice bran mixed with some sort of grain. Also people tend to say beet pulp is good as well, but I fed my guy Purina Ultium, since it is made to really help gain weight. It is a sweet feed, and it worked wonders for my boy with gaining his weight. But at that point it was also my turn to get his muscles better as well, by working him. He looks like a different horse now, I did take him off of the Ultium because it started to make him hot, but he is keeping his weight fine now one just strategy, and a round bale. I did also get his teeth floated, wormed him, and also treated him for ulcers when I first got him. Good luck! it can be a hard long process, but it can be done! I was able to get my boy looking good in just 5 months with the Ultium. Here is a picture of him the day i got him, to last month =]
We still have a lot of work to go with that top line of his, but he is looking so much better! It just takes time =]