Hi John!
I think the introduction of hay up the plant is asking for rodent attack. Snow buildup around the trunk seems to be a precursor to rodents having access to the trunk itself, and damage occurring.
What I've been doing to protect my trunks with 100% success is taking 6" black plastic drain pipe (the ribbed stuff in the landscaping section), cutting off a 2'-3' section and split it up the middle, spread it open and slip it around the trunk, bury it about an inch in the ground, and mulch around it. I had to do this with all of my plum trees to counter rodent attacks last winter. My trees went from 3' whips to one being almost 14' tall and the other being around 9' tall both with a huge canopy of good branching (I need help to prune properly in February)
I think the black tubing provides a good wind barrier around the trunk and an air insulation gap to protect from freezing.