I've seen them on eBay cheap, I thought of buying a load to use as a base layer for my wet lot, and have decent shavings on top, but delivery costs wipe out any savings on cost price.
I can collect bags from my local timber processing place but they are a mix of shavings and sawdust - guaranteed free of nails but bot a lot else beyond that and they are super dusty I would never use them for my ponies but they are fine for what I use them for
they cost about £3 for a Huuuuuuge bag and I stuff as many as I can in to my vehicle