Okay, this is fun! Good ideas, everyone, and I’m mulling things over.
I never heard of those Xmas tree storage bags before. Too bad I already bought 1 full bale bag and 2 half-bale bags last year, d’oh! I got 'em on sale, but the tree storage bags are much less. Hopefully someone else can take advantage, and I’ll keep them in mind for future replacements.
Unfortunately, I just haven’t figured out how to get hay into my Jeep GC AND still fit in everything else. Gah, physics! My B’up’s tack compartment fits my grooming tote plus two sets of tack (I’m an eventer), my mounting block, whips, extra halter & lead, etc. I’m not at the barn so can’t check ATM, but I’m not convinced a bale of hay would fit in there that well even if empty, much less full of the usual gear. (The Baron One isn’t as wide as a 2-horse Baron.)
My Jeep’s passenger seat holds suitcase, cooler, and other stuff that needs to be easily accessible. I fold down the rear seats to have a full-length flat plane in the back, in which I put 2-3 “horseman’s totes” (https://www.sstack.com/dura-tech-horsemans-large-utility-tote/p/38294/) filled with my show clothes, boots, gear, extra water and feed buckets, hose, alfalfa pellets, smartpaks and electrolytes, etc., plus I also squeeze in my muck bucket, pitchfork and broom, shavings, and filled water containers (at least one, sometimes more like for the Abbe Ranch Clinic). Squeezing much hay in there ain’t easy. In the future I’ll try to pack lighter, but I’m not sure how much I can easily jettison, dang it.
I live in CO, and at least at the eventing venues I’ve gone to so far, it’s always been bring your own feed/shavings.
I could get him grass pellets instead of grass hay, since pellets are themselves compressed, though I worry about colic potential from an abrupt switch. (My current boarding barn isn’t set up for full meals from pellets, so I couldn’t readily ease him into it before an event, ether.)
So I’d love to find a place for hay in addition to where I’m already trying to pack. I haven’t measured the space in front of the chest bar in the B’up, but just eyeballing it, it looks mighty spacious and that there would be plenty of room for at least two full bales of hay. Because there are doors on either side, I might have to drill mounting hardware for straps into the front wall, which is also the back wall for the tack compartment. I’m still not entirely convinced that would be sturdy enough in an accident, ack, but I’m a worrier by nature!
I suppose that if I got a roof rack for the Jeep, I could use my mounting block (only a 2-step, but still) to get hay off of there more easily. I’d probably pack in half-bale bags just to be able to get them up there.
I’ll have to see whether the local feed store (I live in an isolated area) carries the compressed bales —they’re heavy as hell, but yes, much smaller and more space-friendly. I did use that kind once, as a friend in a more populated area was able to get them from her feed store when I was staying with her for a few days.
My B’up has a small front bin where I keep my trailer jack, chocks, etc. I admit to a little envy of @Xanthoria’s no-bin platform there, because that looks like a nice place for hay! (Though it would unfortunately add to the tongue weight.)
I love my B’up because it meant I didn’t need to buy a separate tow vehicle, and for the most part it’s an awesome combo and I wouldn’t trade it. With the Jeep GC as my tow vehicle, the whole rig is highly maneuverable, does great on steep hills, can turn around in tight spaces and everything is nicely organized. That said, I do occasionally get pangs of envy for those of you with LQs, or easy hay space, or water tanks. 
