I’ve been in a co-op situation for maybe 25 years and it really sucks when you have someone who isn’t cooperative! We did have to vote one person off the island because of repeated bad behavior. The barn owner (not a horse person) did support us but the process was very uncomfortable.
Do you ever have barn meetings? I think that an issue that serious needs to be brought up to the group where you can explain that you’ve noticed someone is taking your grain and hay. If everyone is aware that you have noticed the theft, it may stop them and it will cause other boarders to keep a look out for you.
It’s easier to lock up your grain. I’d probably use a utility trunk with a key:
https://www.homedepot.com/p/Husky-23-in-50-Gal-Black-Rolling-Toolbox-with-Keyed-Lock-and-Portable-Hand-Tool-Tray-206319/321052317
Hay is more difficult but tying up loose bales and covering them with a tarp would make it more difficult and make any theft more intentional.
We’ve always just bought in bulk and paid our share. That works great for hay (and shavings) if you have honest people. Whenever possible, we feed the same grain, too.