You say “he grew a coat when he was out.” Does that insinuate that from September to February he DIDN’T grow a coat? Even if in a barn part of the day, he still should have grown a normal coat UNLESS he was under lights while in the barn? Because if lighting kept him from growing his winter coat normally (and he should have started that in September), then it’s likely his timing is out of whack. I had a horse kept under lights one year because I was showing at AQHA Congress and needed to keep him slick. I took him out from under lights in when we returned and he had a horrible coat in the spring that wouldn’t shed. I finally body clipped him, he never went under lights again, and he shed normally for the rest of his long life.
If he didn’t truly grow his coat until February, that’s why he’s not shedding. Clip him and carry on. He’ll be back on track next year.
If he did have a winter coat and this has nothing to do with the lighting in the barn while he was not turned out, still clip, but get a vet out and some blood pulled to see what might be going on.