I agree you should try to find a pellet that he will like, then transition him slowly into that. It should be done slowly, because his gut microbiota is not used to breaking down complex carbs, so if the transition goes too quickly, he could actually starve, because he has trouble absorbing the nutrients in the new food. (This is a common problem when a bun is transitioned to healthier food, according to British rabbit vet Molly Varga).
Peanuts are common in animal feed as they are a good source of protein and high in calories due to the content of fat, but, as I’m sure you realize, the fat content is too high to be good for rabbits. Soy is a close relative to peanuts (peanuts aren’t actually nuts technically, they are beans). Many types of rabbit pellets contain soy in some form. Many people nowadays try to avoid giving bunnies soy-based pellets, but it’s still a very common ingredient even in high quality pellet brands. Since your bun thrives on peanut butter and oats, he could perhaps accept pellets containing soy. Once he’s accepte a healthier diet and his tummy is used to it, you can transition him to a soy-free diet if that’s what you want.
As Az says, hay is the mainstay of a bun’s diet, 80-90% of its daily caloric need should ideally come from hay.