The shavings for bedding and the hay they could be feeding your horse might be moldy and old and he probably doesn't like it
Try shavings for bedding and then give him hay
Try some alpha cubes as well
You should try alfalfa hay
Depends on what hay your feeding him lucerne? Or a grassy type? Sometimes they might not eat it if it smells or looks mouldy or could be a range of things maybe change the type your giving him to see what happens if he/she eats the hay or continues to eat the straw most likely just being fussy
I think picky eating but I'm not an expert. Or your horse could confused on which one is hay?😂 You could use shavings if he thinks the straw bedding is hay.