Don't feed a liquid oil - try feeding a solid oil such as linseed meal where you have the fibre and mucilage as well as the oil content. It's much better for them.
I'd feed Naff Pink Powder, healthy gut= healthy horse and a lot of the time is saves money feeding varoius weight gain feeds and oils etc.
If the gut is not functioning as it should, doesnt matter what you plough in, they won't put the weight on.
Obvioulsy I'm just speaking in general, nothing wrong with adding oil etc I'm just saying, give it a go if you havent done so already, you may be suprised.
Limestone flour - like you'd feed for feet or to a broodmare for calcium. Can't remember the specifics, just that it firms things up. (you'll need to double check you aren't unbalancing anything else for example, and whether it works on oil induced looseness or just nerves/haylage-induced!).