I moved here from Oregon in 2010 and also had a dip in weight in the horses I brought. It took several different trial and error feeds/hays to get it right and I think we have found what works for us. We have ZERO grass where we live, so it all whatever we feed. We do feed either a nice Alfalfa mix (O/A or T/A, whichever we can get because right now hay is getting scarce here) or straight Alalfa...Yes, I know hay is expensive here, but we don't feed a lot...just enough so they get something to "munch on" during the day with protein. We do plan on getting round bales for the horses we don't show, so they get a little bit of something extra and not worried about hay bellies with them.
Along with hay, we feed Purina Equine Senior Active Healthy Edge (high fat/low carb feed) with a soaked mash of alfalfa cubes and beet pulp.
We feed this feed to all of our horses and it has put a bloom on them that I've never seen before. Nice toplines, no shallow hips, no ribs, nice sheen to their coats.
Coming from an area that has LOTS of green pastures and cheap hay, this state was a shock to my horses and my wallet...but we decided to have horses, so we pay what we need to to keep them healthy.