Children under 3 can handle a lot of fat in the diet & need it more than us due to brain development. I have found that butter is a great way to add fat as you can often add it to nearly anything a given child might be willing to eat. Avocado is also very high in healthy fats if a child will eat it and coconut oil can be added to foods as well.
If she is liking to drink calories more than eat them, there are many smoothies that can be made ahead of time & frozen to save you having to make them up as she needs them.
I have one like this, she is also thin & always has been since she was tiny. The good thing in making smoothies too is I let her help. Even at 20 months I would find that if I let her put some things in the blender she was much more open to trying it when we were done. I involved all the kids & usually anything she totally refused the other kids liked or I could drink it.
So for my skinny girl here are the things that I can use that are high fat for her:
Coconut oil added into things
Butter on toast or added onto any veggie she might eat (this has been hit & miss)
Avocado - mine does not like this plain, I do things like mash it up & bake it into things she won't notice, like brownies (I cut the oil and use this)
Mine doesn't care for yogurt so in smoothies I have better luck to do half yogurt half whole fat sour cream.
She will do french toast, so I do that with lots of butter & sliced fresh fruit versus syrup.
During the between times I have a muffin tin I leave where she can reach & it has nuts, dried fruits, whole grain cereal, etc in each little compartment. She only will eat one or two items at a time often, but over the day I find she often will eat most of what is in there. She also rearranges it repeatedly & plays like she is cooking.
For my to go bag I always keep in there some breakfast cookie things called BelVita. Those are high in fat & yummy. I don't know that I'd say they are a good every day way to add fats, but they are shelf stable, high in fat & better than some other options. I also keep ensure as mine will drink that. I don't offer those items unless we are out & I can't find her a better option or forgot to pack things.
We also do daily vitamins for us all and I try not to fret it too much. Mine was so small she had lots of testing done when in infancy. They never found anything wrong with her. I too am a petite person, much more so than my parents. I am also much smaller than my siblings. So I know firsthand that being small & thin isn't inherently concerning. I now have a 10 yr old son that is nearly my height & outweighs me. It is more concerning if a child has been growing at a certain rate & drops off than if a child is petite all along. So when her weight dropped off, at that point then yes, getting weight back on is the fastest concern. Once that is stable, then sorting out how to get healthy fats into her diet & not rely on supplemental drinks is an excellent plan. Smoothies are different because they are whole foods blended. They are fortified the way a supplemental drink is and you can often hide small bits of very nutritious things in there, like spinach & quinoa.