Quick answer:  your hay is most likely too high in sugar, you will need to get it tested.

If any forage, including hay, chaff, balancers, grass - is too high in sugar and starch, your horse will not lose weight.  The recommended level of sugar and starch is 7% of body weight for laminitics up to 10% for normal horses.  This can be challenging.  They want to eat a lot more than that and you need ways to restrict them even when you know your forage is within those limits.

Your choices end up being: 

1. Just give them that weighted amount - that can be hard on both of you.
2. Restrict the grazing time, they live partly on a dry lot or not so good - stabled.
3. Strip graze but likely still have to remove them from grass or hay for part of the day
4. If you are lucky, you can create a grassless track however small, it is better than being stabled for long persiods.
5. Find a grazing muzzle that they will tolerate and use it on turnout. NB: they can't really eat hay with a muzzle on.

These are your choices, not thrilling but take it from me, a horse or pony being overweight and developing laminitis is beyond horrible, very painful and they will always be vulberable to it.  Please don't let it happen to yours.