George.com wrote:
Do I need to worry about the mould inside the hay? I have heard the odd
story of hay self combusting when it rots, any chance here you think.

Not unless you've a large-ish stack. If it's got grass growing from
it, I think it may be past the point! To find out how hot the inside
gets, push in a long metal rod, for instance an electric fence
support, or a bit of concrete re-inforcing bar, and withdraw it from
time to time, and feel how warm it is!