Your local agri store may sell hay, and / or will have a noticeboard with private ads on it.
And there will probably be a local smallholders group on Facebook, with a marketplace.
If all else fails, go ask a local livestock farmer if s/he has some and can spare you a bit. If they don't feed hay themselves, they'll know who you could ask. (And being known to your local farmers is always good

.)
Without knowing where you are, how much and what sort of land you've got, it's impossible to guess when you'll have grass, but even the most inhospitable places usually have grass growing by the end of April.
Rule of thumb for feeding housed sheep is one small bale per 20 sheep per day. Halve that for teenies, and reduce again if they're outside on grass. (Halve for obviously usable grass, reduce by less if the grass is bare.)
So 5 Heb hoggs (they're not lambs after 31st Dec, they're hoggs - assuming they were born last year) on bare ground would likely need approx 1 small bale a week for up to 8 weeks. If you can get big round bales more easily and you have somewhere you can feed it without it getting spoiled or too much wasted, one big round bale would probably do it.