Little and often ensure always access to food and maybe try 3/4 average sized feeds a day spread evenly through out the day
Alapha is great, I also love to give a good oil my favorite is equine omega complete they have a weight gain the work really well
Beet pulp, Alpha-A and a little linseed oil xx works wonders in my opinion x
Forage is key! how much hay is he getting? 24/7 grass or hay (or both) will help your horse gain weight and keep it on. You could always add alfalfa to his diet. Add some oil to his grain. Rice bran works wonders!
Usually a high fat and fibre grain helps as well as oil. There's expensive horse related oils like canpresco or normal corn oil can also help.
Always make sure you're not overdoing it with too much grain trying to speed up the process as you can increase the risk of colic
Supplement, I forget the name. Then Alfalfa hay. I have an off the track thoroughbred, and he has gained weight fast because of this supplement