I really sympathize with OP in having to deal with those loose bales in getting them safely home. Congrats on not losing any bales in transit!
Sometimes you have to buy and haul what is available, loose or not. Buyer has no control on baler setting when they put it up. This hay may be all you can locate or afford, is excellent hay for your horses, just loosely baled, so you take it.
When we have had this loose bale issue, we have used sheets of plywood across the top of bales, then threw the straps across to anchor the bales and not let them jiggle or have straps cut into them. Yes, we also used ALL our rachet straps, 2 or 3 inches wide, not the little ones. I think we put a strap about every 4 or 5 feet to stabilize things. Hauling hay on the semi flatbed or the smaller gooseneck flatbed, 28ft ?, we also stack 5 or 6 bales high. Depends on how much hay we bought. Our hay is not usually close to home, so we pile it high to save trips and hauling costs.
We now always take the plywood, it lays on bed of trailer with straps over it when going to pick up the hay. Fairly easy to get up on top bales for strapping things down to come home. Again the plywood prevents straps cutting into the bales, maybe cutting the strings to cause a real mess on the road. We tighten straps down firmly to prevent a shitting load. Passed inspection by the State Police when he pulled us over! He did make a joke about " excessive use of straps" but better too many than not enough! He evidently had been catching hay haulers all day, handing out tickets for too few straps acording to the law. He saw us as an oncoming truck, turned on his lights, spun around, before seeing all our straps. Husband was already pulling over so the Trooper “had” to give us the once over with a walk-around the outfit, because he was already committed to stopping us with his lights on. No ticket, sent us on with a smile.
I never tried using a net on a load of hay. Interesting idea. Not sure it will really stabilize it a lot with bungee anchors, which are not firm like straps. I might go with two layers of straps, and extra plywood sheets, if hay is really shaky. Lay some plywood on that layer 3, strap it. Then add the other hay layers on the plywood to reach 5 or 6 total layers. Do the plywood over that top layer and strap it down to go home. Be sure to use enough straps over the top layer to be legal for the entire load, since the lower straps “don’t count” because they are not over the entire load.