Ha ha sounds a lot like ours, my daughter like to make him look good, brushing and clipping him, then he goes out a rolls as if to say 'you wasted your time'. It was a lot of trial and error with ours too, lots of hay nets on top of his feeds until his weight started to pick up, we did use sugar beet too as well as haylage (not all at the same time) to see what worked best, and it all depends on the horse. Hope you work it out even though it will be a long process!
Dawn