Loads of haylage if possible, any conditioning feed and oil. Also make sure he's getting a really decent vit & min supplement, ideally with B vitamins which some dont have.
I've had success with Top Spec Balancer and Top Spec Cool and Condition cubes - not the cheapest option, but very effective and means you don't have to pump them full with a high grain diet.
i used 365 complete for a month and it made no difference!sorry!i use topspec cond flakes and imo they are v good-but they heat my boy up a bit not that you need to worry!
Dodson & Horrell Build up ,Beet pulp,cherry chaff(Molichaff showshine),Soya oil, pink powder and ad lib Hay/Haylage split into as many feeds as you can.
adlib forage, alfa a oil (unless he has lami risk) and a weight gain mix-my fav is baileys ultimate finish-it put weight on really nicely for my mates TBX who had bad colic and tied up previously.otherwise i have heard good things about baileys no 1
check his worming is up tot date and teeth are ok too.
aim for gradual weight gain not putting it on too fast though.
feed small feeds split into as many as you can in the day.
I know you have had lots of advice already but i have been trying to put weight on my mare following her suffering from stomach ulcers. I have been using Sarasen Feeds - re-leve which is a high fibre very low starch and also Equi Jewel - this a high fat product - which is brilliant for weight gain. My girl is looing really good now!! i would certainly reccommend those. Also use corn oil and that is really good for them - lots of calories.
Good luck