He is eager for hay, but it seems he can't take it into his mouth. This is very worrying. I researched online, and I am certain that the problem probably lies with his teeth. It could be molar spurs, where his molars aren't wearing down evenly which prevents him from chewing normally. So now, Rex can only eat pellets. The poor thing...I bet he is in quite a bit of pain as well.
I have to get him to the vet before he stops eating altogether.