Do you see her chewing her sides? She probably has mites -- a parasite, not any sort of deficiency. They're extremely common and easy to treat. Hay doesn't provide protein, it provides fiber, btw.
We are as gods to the beasts of the fields. We order the time o' their birth and the time o' their death. Between times, we ha' a duty. - Terry Pratchett.
"Men have forgotten this truth", said the fox, "But you must not forget it. You become responsible, forever, for what you have tamed. - Antoine de Saint-Exupéry