I am just going to question the quality of your grain and hay.
If your grain is crap, they won't do well on it.
I was always a purina fan, but when the store closed I was forced to change to another company. I bought thier top of the line, the best they had. But still, within 3 weeks, everyone of my horses looked horrid. The feed was simply trash. I was having to feed twice what they normally got with the purnia and still they looked nasty. A lot of these "off brand" companies that spring up all over the place are hardly regualted in what garbage they sell. I really have issues with most pelleted feeds and I won't feed a pellet in the first place. I feel that I want to see with my EYEBALLS what they are eating. I know it's a hangup I've got, and my QH does eat Purina Senior which is a pellet, but that is the only exception.
So now we venture out of our way to Chattanooga twice a month to the next closest purina store.
The next would be the quality of your hay. Don't know about there. But here and other places, round bails aren't fit to even feed to cows. They are very hard to chew and not palatable from what I have seen of them in several states. They can also fall over on top of your horse too, or get her stuck as well. Don't like them. Won't have them. They are ususally over loaded with junk. My horses would just pull some of it out and then poop on it. If you horse is not cleaning up the hay, then it's probably not good hay. I have no waste in my at all and if I did, I would be questioning the palatablity of it.
Of course this is just my humble opinion. But winters coming up and I think you need to really have your hay checked and tested by your local ag dept to see what they heck kind of grass is in there. Maybe just a load of weeds like I suggested. I would get a good quality square bail of hay. You may ask your vet who they would recommend.