discovered there is a TS here in Mass actually a few of them,, But maybe its a Mass thing but I stood around in that store and could not for the life of me find anyone working anywhere,,, finally a young girl comes from the employees only area and helps me but she never heard of compressed hay and didn't even know what I was talking about when I said I want it to shoot arrows at (I swear she was anti by the smirk I got) but she said the only thing they carry is what's out in the trailer,,,,, the hay in the trailer was feed hay tied loose with twine even my selfbow would blow thru it..
I'm sure the TS places in more remote or farmland areas will have better quality stuff with a bigger selection but here though It didn't cut it for what I needed it for.
Rough run, I was thinking about threaded rod thru 2x4's sandwiching 3 bales together but I like your idea,,, wonder if putting the strap thru PVC pipe will protect it from arrows a bit but good idea.