I now what you are talking about, Zeus was the sme way before he was neutered. He was about 59lbs now he is 75lbs. He just wouldn't gain weight. I think that he was just so active that he burned all his calories instantly. I even tried food for active dogs with extra calories but that didn't even work.

But when I went to agility classes with him the trainer said he was an ideal weight for agility and even used him as an example for all the other dogs there!

Now Zeus has calmed down and gained some weight.