The yard I'm on have actually seen a 30% increase in bales from their hay fields this year, despite the pants weather. They don't sell to the public though.
Greylands Stud (just off J49 M4) have small bale hay for £5 a bale - it's a consistent supply all year. Depending on how much you buy they'll deliver.
There was someone down in Swansea on Facebook advertising at £2.50 a bale (try checking the local groups, you might find the post).
I think Viv at Crickton might be selling hay as well - you'll need to phone and ask though.
We have put 8 acres down to hay this year for the first time, that's why the weather has been so bad lol. We have a problem getting small bales of hay in our area at a reasonable price and the large round ones are a nightmare to handle and store. Our contractor agreed yesterday to cut and bale in small bales of haylege for us if the weather doesn't improve. We have 2 horses and 2 small ponies to feed so the large bales would go off before they could eat it. I am looking to find a plan 2 in case it all goes pear shaped so thanks for the info