My suggestion would be to start out slow - maybe be doing a 3-day juice fast. I'm not surprised the supplements have not done much because it sounds like you do not have the enzymes needed to uptake the nutrition, which, unfortunately most supplements do not even have. You might want to consider going on a live-food diet with lots of fresh fruit and vegetable juices (I would add 2 oz. of wheat grass juice every day) with some sprouts and nuts added in until you can build up the enzymes you need to uptake the nutrition. If you do this, make sure you are getting enough of the right kinds of fats in your diet, such as avocado, olives, etc.
Underweight people who fast on a regular basis and get their systems balanced will actually begin to put weight on because the cells will begin to get what they need.