only extreme specialist hay would have any kind of treatment after harvest (dust free hays etc).
You cant really 'heat treat' hay as its very flammable!! Hay ricks and bale piles occassionally self combust especially if they are put up too quickly after harvest.
Almost all the hay you get will be more or less 'as it comes' from the farm, although some farms who have more specialist interests will perhaps know the actual types of grass/composition of their hays -
Timothy hay for example is as it says 'from a grass type known as 'Timothy' and Alafalfa is the same - from an alafalfa mix.
Most of the mixes such as 'dandelion and chamomile hay' actually have the 'added' bits literally added in after harvest. Dandelions rarely grow in hay fields.
The great thing about getting hay direct (even if its just 'mixed meadow hay) is that its fresh - otherwise it will have been cut, dried (in the field), baled, then sent to a main warehouse, then re split and packaged into bags, then sent out to another warehouse, then to pet shops and re-distributors - then to you.
The very specialist 'hays' will be stuff like the mountain hays from Germany/Swtzerland; or sometimes the alfalfa hays and dust free hays will have been processed differently.
For more info ask Lisa at The Hay Experts - she is expert!!!
I am also selling fresh hay (cut this weekend and now drying in the field as I watch!!) this is mixed meadow hay and I am selling it in bags PRE BALED - so it has not gone through the baling which does tend to crush it.
See my thread of Hay for sale