I'd try whole flax seed,so what if she poops some of it out? She won't all of it. If you want a glossy coat or add weight just plain veg oil adds empty calories. Watch to make sure its veggie oil or you can try sunflower oil. Finding a complete feed for a special needs horse is tough and for a finicky horse even tougher. What frustrated me more than anything is there really isn't a whole lot of information out there on equine nutrition. You can ask two experts something and both say different things.
I'm thinking more of the anti-inflammatory effects of omega-3 than of a glossy coat. In spite of Penny's finicky appetite, she has a very nice coat. It must be heredity, since I haven't been the grooming maniac I always was in the past. I think vegetable oil, depending on what kind, might be high in omega-6, too. She seems to be doing fine w/o extra omega-3 this winter, so maybe I'm just doing overkill, trying to give her everything she needs.
As for getting her to eat, you can't believe what I tried. One of the most successful was to make her mint tea (Bigelow's Mint Medley) and have the people at the barn pour some over her feed. But they don't like to deal with all that extra stuff, so I'm trying to keep things simple for them. That's also a problem with oil -- it freezes in winter if it's left in the barn. Basically, the feed is to add nutrition and make the pergolide pill go down.