Now I know nothing about fencing, but could you run an additional line of something between posts below the existing railing/wire to prevent the hay play ball from rolling away? Temporary enough that the barn won’t mind you putting it up, but also not so much that it’s unsafe.
I recently tried my mare with one of those treat dispenser balls (I think Shires does one) and she LURVED it. Actually, all the ponies out in her paddock did so I had to remove it as fights were starting to break out over it
If it isn’t too large of a dry lot, it might not cost much or be too much trouble to make such a modification so you could reintroduce toys that will encourage her to forage and work for her food a little more.
I’ve also seen metal posts or T-bars covered with PVC piping driven into the ground to hang additional slow-feed haynets from, just to get horses moving around a little more.
I do agree though, those “more suitable” barns are total unicorns. After 20 years of boarding, I’ve come to realize there’s always going to be something that’s lacking. In this case it sounds like you can work around the things that aren’t or can’t be offered where you are presently which is a good thing!