It is difficult to get hay here too, at least in small bales. Dpn't know what I am going to do when my local farm runs out which will be fairly soon.
Mine loooooove to eat horsehage (other brands of horse haylage are available) - expensive but I had to use it when I was low on hay a couple of years back. Only need to be really vigilant for any mouldy batches. Just in case it does get really dire!