I have tried everything and I cannot get my 12 year old saddlebred gelding to gain weight or muscle mass. I have tried different grains, hay, supplements, teeth floating, worming, and much more. I don't know what else to try for him. Any suggestions????

If there are no underlying medical issues, thyroid or IR or some other metabolic issues. Parasites and bad/no teeth.
Amount of forage may be your best option.
Feed free choice good quality hay, if you have substantial pasture which should start to green up in a week or two. 24/7 on that + extra feed/hay. If not he should not be without hay.
Example if you put hay out in the morning and when you come back to feed it's gone, he needs more.
If you put out hay and come back and there is some on the ground that he pooped/layed in that is about the correct amount.
Beet pulp is another calorie source that works well for weight gain, start with a small amount[soaked] and work up to about 1 pound. Corn Oil again start small feed at 1measuring cup per meal also good calories.
Muscle mass can't occur until his weight is leveled out.
Remembering also Saddlebreds are a thinner bred.
Good Luck.

Have you had the vet out? May we see a pic so we know how he looks?

have you tried ex factor and sweetfeed together, it helped my horse

When I have a weight problem with one of mine (generally rescue), check the teeth, take off any hard work, start them on beet pulp and/or oats (gives the "gain" without giving excess energy as some sweet feeds do) and mix it with some grain. Also I boost up their forage, either summer- all access to pasture, or winter- gradually boost up to Alfalfa or Alfalfa/mix. Alot of the young generation have a neg. opinion of Alfalfa but it's the transition from a lower to higher content that is harder on the horse than the actual eating of it. Also depends upon the quality.
Also keep in mind- FAT does not get absorbed as well as Carbs (try eating bacon fat or a cup of lard...gross...your body doesn't absorb most of it, unlike the general public's idea) so try to steer away from weight- gainers that's main ingredient is Fat. It's not going to help you as much as carbs will (wheat, oats, grains, just as bread sticks to us humans!)

Good luck, I know it's no fun. I guess we've all been there with a horse or two.

Horses just like people respond differently to different feeds.
In an ideal situation, you should allow your horse to gain/process roughages as their primary dietary source. It's as close to what god intended as we can give them.
Supplements have people who love them/hate them/don't care.
Cal might have done just fine without the supplement.
As you feed him a proper diet and decreased his work load.
Seeing as we don't want him thin again, you really have no way of knowing for sure.
As with anything horse, ask 10 people get 15 different answers, and every body is right.
It's all about trial/error and finding what works best for you.

Exactly how much hay is he getting (by weight) and is it good quality? How much and what kind of feed is he getting? What did you deworm with and when? Where is he missing weight and muscle mass (along the topline, over the hips, etc)? What kind of work does he do? What is his current weight (good estimate)?