My new hay guy is wonderful, but even so I wouldn't be paying him before the hay was on my property! It's just too expensive and things happen. I'm paying nearly $90/round bale and $16/square so I have deliveries at regular intervals. This is the first year I've bought hay from this guy and he said that if I let him know how much hay I need for next season he'll make sure to seed more than that and put aside what I have reserved. He gets 25000 alfalfa squares off his land, plus the oat hay he cut.
I pay before my hay is unloaded but after I've got my eyes on it and made sure it's the right quantities of the right things. Works out well for both of us - hay guy is happy because he knows he's got the money before he unloads, and I'm happy because if people turn up with the goods on their truck they're generally not going to just clear off!
If it was me I would be tempted to tell both the hay suppliers who have taken payment and not delivered that if they don't a] pay you back your money or b] come up with the goods, you're going to take them to small claims court. Even bluffing can work brilliantly! Sometimes just the thought of litigation will haul people back onto the straight and narrow. You don't necessarily have to even mean it, but you do have to make them THINK you mean it.
A CLEAN SLATE FOR THE FUTURE