We too get our hay by the bale -so much fresher, so much cheaper.
It took a while to find the right farm, and we still check each bale. They get used to us plunging our noses into the hay to check it is sweet smelling and not musty!
So, if you've got somewhere to store it, checkout local farms and animal feed places. There is bound to be one near you. We have a local animal food store that will deliver for free, so you may strike lucky.
A good way to transport in a car is to put tarpaulin down, and to put the bale in a spare duvet cover before it goes near the car.
I'd also strongly recommend a rescue bunny friend when you are ready - they are likely to be neutered/spayed, the rescue will know their temperament and will help you find the right match for yours - there is nothing worse than buying a friend, only to find the rabbits don't like each other, leaving you with 2 singles.
Our local rescue let you date your bunny with others to find the most promising pairing, then they let you foster until the bond is firm.