Well i Have EXACTLY that problem. Bought a bale 3 weeks ago and am inl half way through.
The bale was stored in the shed, wrapped in a tarpaulin and the rest in storage containers.
I dont know how or when, but I went to use one of the containers today and have found that this one and the other storage And the wrapped bale are all mouldy.. It smells rank. I now have the problem of getting Unmouldy hay overnight...
I intend in future to buy smaller half bales in bags and if poss store them in the dining room. well camouflaged so hubby cant see....
My bales cost 4.50 and £4.00 delivery
Fee xx