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Get your hay from a reputable source, like, a good hay guy, and you will be
FINE. Bacteria is a total non-issue (except that anytime you find animal parts in a bale, which you will sometimes even in the very best hay because that's just the nature of the cutting and baling process, you should discard that flake and the immediately adjacent ones). Pesticides etc are not an issue if it is good field-grown livestock-quality hay (I would not feed roadside hay unless you have no alternative).
The biggest thing to watch out for in hay is simply mold, the spores of which are not good for any animal's respiratory system. Hay can be moldy from being baled too wet, or from being allowed to get wet (from humidity or from rain or from a roof leak) in storage. If you open a bale and it smells kind of weirdly musty and mildewy and fungusy, I would not personally use it for chickens. Finding a good supplier and storing your hay properly will avoid much of that, though.
Frankly I just use shavings in my nestboxes, same as bedding.
You can cut and dry and store your own 'hay' if you have meadowy long grass and a weed-whacker... but you will find that getting it dry enough (throughout) to store well is not as easy as you might think.
Honestly, I'd worry about using great wads of aromatic plants like lavender. Aromatic compounds are generally not great for respiratory health in high concentrations (many of 'em anyhow). Why risk it. You are not trying to create an aromatherapy spa for the chickens
, just something soft and clean. Also you will have to replace the nestbox filler on a regular basis (it will get a bit pooey or just 'old' despite your best efforts) and it would take a whole LOT of lavendar to get you through the year.
Good luck, have fun,
Pat