I had a heck of a time finding hay now that I have a rabbit again. I too buy it by the bale, even for just one rabbit. At $20 a bale I am saving a TON of money over the $25 per bag of Oxbow at Petsmart that only lasts maybe 2 months. Even if I had to throw away 3/4s of the bale I am saving money.
My ordeal finally ended today when I found oat hay. I did some quick research on it, and it seems to be just as good as timothy and other grass hays, sometimes even being preferred. After a week of calling around the the surprisingly few feed stores around here (which is a heavily farmed area), and one of them somehow selling out of timothy over the weekend, and other trying to sell me some weird alfalfa blocks/pellets, I finally found a bale of oat. So basically, just Google “feed stores” in your area and start calling! Back when I lived in more developed areas I never had trouble finding hay, but out in the middle of nowhere I think most people grow it themselves or buy wholesale/by the ton. Now is a good time to buy too.