Holly, I have done a bit of Googling about immune boosting herbs, but not very helpful, as those that might help would not be the sort of 'taste' to appeal to a horse!!
Here in the UK our agricultural feed stores have sections for horses, dogs and cats, and in the horse section they have many different tubs' of herbs for various types of problem. If you have anything similar then I suggest you look for a mixture that specifically covers the immune system - probably have garlic and cloves amongst the contents (clove is supposed to be very good!). Anyway it's worth a try if you can find something extra to give him as it sounds as though he is getting plenty of food for his normal needs, from what you posted.
I also think you are correct on two counts. It is highly possible that the original bug got into his system via that first wound, but the dose of pen started the damage to his immune system (as any anti-b's will do), then he had another lot for the next abcess. I had the same thing happen with my old G/Dane, before I knew better! She had an infection (fungal and bacterial ) caused by a small cut on her paw which flared up due to her licking it continually. Off to the vets - course of anti-b's! She seemed to get a bit better but some three weeks later it was back with a vengance. More anti-b's, stronger this time!! Again it improved for a longer time, but it came back, spread all over her foot and even transferred to the skin round her lower jaw and muzzle, - vet said that it was getting so deep seated on her paw that it was highly possible that it would get into the bones of her foot and she may lose her toes!!! He suggested a course of the strongest anti-b's that he could give, but by a lucky chance (cant remember where) i read an article about Tea Tree oil and its ability to cure fungal infections. I got hold of a bottle of the type of TT oil that you can use direct on the skin and 'bathed' her with it twice a day on her foot and round her muzzle. Within days the 'angry' look had died away and 10 days later everything was healed. BUT I should have continued with the TT a bit longer (didn't know!) and two weeks later a small area flared again. More TT, and kept it going for nearly three weeks. This time it worked and it never came back! My vet did say that he was reluctant to give her that third dose of pen/whatever as every dose of anti-b's can remain in the system for nearly three months, so second or later dosing shouldn't be necessary and could cause immune problems!!
Of course I'm not suggesting that Tea Tree Oil would help your boy, just imparting the info about anti-b's - sometimes I think vets are too quick to use anti-b's for everything, which means that a lot of our animals are themselves becoming immune to them, then stronger ones are needed the next time around??
Will be saying prayers for your little man - hopefully this time you can get it sorted for him, bless him!