Hang in there, Marsha! You're doing just fine. The dry lot certainly is dry so that's great. I assume the alfalfa you're referring to is just a small amount of soaked pellets or something to get her supplements into her? If so it's probably OK but should still be counted in the daily weight of food she's getting. If not and you're feeding more than a few ounces, then I would really consider stopping it or cutting back on it - there's nothing wrong with it per se but it has WAY more calories than grass hay so it's hard for them to lose weight on it.
Bermuda hay is generally low in sugar, is my understanding, so I wouldn't stress too much about testing at this point. If they're leaving some behind then unless it's really stemmy this suggests what you're feeding is essentially free-choice which may just be too much. I agree with others - preferably weigh each feeding. Nets can be helpful too, they waste less and it takes them longer to eat it (thus reducing the amount of time you have to suffer sad-starving-pony eyes) if you get the small hole version. I have the 1" holes and it's just right - you also have the potential to double up the nets and slow them down even more if need be. Or, as Kelly mentioned, there are ones with even smaller holes!
She definitely does need to lose weight but she really looks OK otherwise. You can see the crest on her neck but it's not huge, and there are probably some fat pads along her rump too, so rather than worry too much about her exact weight, you'd want to see those go away because that means she's metabolically healthier. And once they do, she'll probably have lost weight too. In the meantime, I think you're doing everything right - just get the amount correct and I bet you'll start seeing some results. But it can take a while and you're also doing a lot of exercise with her so she'll be building muscle at the same time.