I had the exact same problem once when I started making douglas fur shafts(I did not know at the time it was a bad idea to shoot a wood shaft with no feathers) but, if they were not spined perfect they would snap off in the middle just as yours did. I assume they went about 15" into the hay and were at such a bad angel when they hit, the momentum of the back of the shaft caused it to snap at the pivot point the target created. Long story short how heavy is your bow and what spine are your shafts?