Did you buy a bag or bale?
If it’s a bale I’m not surprised, I’m
Not overly surprised either way, but that’s not fun!

What brand did you buy? Most bagged brands freeze dry filter out any bugs they can. Most likely it is a factory problem or your hay got contaminated in the store. Call the brand and they may send you a new one if you provide photos. The worst I’ve had in a 9 pound bag of hay was a single cricket and that has only happened once

I also want to state, sometime Rabbit pee and poop can attract bugs if not cleaned fast enough. They are optimal breeding grounds and the adult hide and feast on hay or sometimes hide in your rabbits fur and drink it’s blood. I’d figure out what type of bug it is. That would help tons to narrow down what it is

It’s very difficult to say which bugs it were, because there are so many different kinds. You mentioned that you’ve been bitten, are there other people in your household, and do they have the same problem? I’d contact your vet to check Nemo for parasites, and your doctor to get the bites checked.

You can buy another brand of hay and keep it in a closed container until you know which bugs it were, rabbits need hay every day to keep their teeth healthy and to get enough fibre.

I’ve had problems in the past with burns oat hay (twice). I found mites in my boys hay box. I buy four different types of hay and had to find where it came from. I realised that the burns hay has air holes so I think the mites must of got in at the place where I bought them from. I don’t bulk buy because my dog has mite allergies and don’t want to risk it. I had to throw it all away. Clean out the entire room. I then had to get my partner to take the pets to my mums whilst I used indorex on the whole house. I don’t use that brand anymore as it’s the second time it’s happened.
I agree with kailaeve I would ring your supplier but get definitely get rid of the contaminated bag but ensure your rabbit has a replacement as you probably know how vital it is to rabbits diet.