I put on 20 lbs as a vegan to get to a normal weight from underweight (underweight due to eating disorder). I also did it when I was working and in school and didn't have a ton of money to work with (thank you student loans lol). I had to back off on cardio and focus more on calisthenics/weight routines. I also ate four to five smaller meals per day so I was not so overwhelmed getting in a ton of food in two or three meals. I hated the feeling of fullness.
Stuff like bananas, peanut butter, dates, and oats all mixed together for a meal adds a lot of calories (and nutrition), and is relatively inexpensive. Oats can be bought in bulk, and even organic bananas are fairly inexpensive.
Smoothies can be packed with stuff like peanut butter, chia seeds (buy in bulk), bananas, other dense fruits such as cantaloupe or pineapple, coconut milk, or even an avocado.
Use full fat soy or almond milk, or hemp milk (the first two are cheaper though). Soy milk is the cheapest and most nutrient dense of the plant milks, with a higher protein content.
Eat seeded dense breads. I make my own a lot, and add stuff like blackstrap molasses, flax meal, whole wheat flour, vital wheat gluten. Making your own bread is much cheaper. I do it on my day off Sunday, and make several loaves at a time to last a week or two and so on.
Don't shy away from desserts from time to time. Food should be enjoyable not just for fuel. Stuff like banana bread, peanut butter cookies, apple crisps are cheap and easy to make as a vegan.
Nuts are more expensive, but i have bought whole almonds from the baking section of my local grocery store and they are a little cheaper than the organic ones in bulk sections. Pumpkin and sunflower seeds tend to be cheaper yet.
Commerically, Cliff bars come in handy for quick snacks when you don't have a lot of time. Those and larabars are not too expensive nowadays.
I would recommend reading this: https://www.amazon.com/Vegan-Bodybui.../dp/0984391606
I have this book and it has menu examples and food ideas for building body mass and maintaining your weight as an athlete. I am a small, 44 year old post surgically menopausal woman so my advice and weight gain experience is probably not going to be enough for you. This book however, would be right up your alley. I got mine on Amazon.com used for a very reasonable price.
Also, having supportive people around for encouragement helps too. I had a hard time doing it on my own, but I was motivated by health issues complicated by being so underweight. I also have a lot of experience cooking and preparing food as a vegan and did while I was gaining weight so that helped. Read lots and lots of cookbooks, online vegan food blogs and recipe sites and everything will come more naturally. I was personally determined to stay vegan for ethical reasons, and determined to be healthier, so those two motivations along with experience, knowledge, and outside support helped a lot. I also have previoius experience working with a dietician that specialized in eating disorders so I knew exactly what I needed to do to put on and maintain weight, especially being so active myself. If you can find a dietician, especially one on campus, who is open to vegans, I would highly recommend it!