You might try baby oiling ths tailbone. Oil adds moisture to the hair shaft, skin on tailbone, to help hairs be less brittle, more flexible. We did this on a wispy tailed Appy, and he grew hair. He kept hair growing until it got much better looking, effective as a fly swatter again. Vasaline would probably also work for this, though both products take time to show good results. You have to keep tail hair and bone kind of saturated so hair can’t dry out.
We did this after reading that some Appy hair is more brittle in some breeding lines than other horses hair, hence the reputation for wispy tails from the old days. Can’t remember which color was more brittle. I had known this particular animal when he was younger, had a good tail then. He got into a place that kept him stalled, not great cleaning so flies were eating him alive. His frantic tail swishing had made sores on both sides of rump! Rubbed off any hair growth before it got long. His hair was about 50-50, white and black, but only a couple inches long on top of bone. Once out of needing to constantly swish flies, being moisturized, his tail hair grew well. Had a hock length tail in a year. Longer by the time we sold him, thin but nice looking.
Curly hair is different, so moisturizing could help keep some length to it. Also the fact bugs come in spring, horse uses tail a LOT more in spring, could add to hairs breaking , to appear he is shedding it then. Moisturizing the mane and tail hair often could help keeping more hair on him. The Appy never grew a mane even with moisturizing, just had a few long hairs. So we kept him roached.