Get the calf eating a good rolled or texturized 18% - 20% calf starter.
The whole oats probably aren't being chewed and perhaps acting as a bit of a laxative.
Hay is absolutely worthless to a calf under 5 weeks of age. Hay scratch to develop the rumen is a myth.
Hay is bulky and limits the calf from eating dry calf starter and starter does help in developing the rumen papillae,
so in effect feeding hay too early does more harm than good. Get them started on a good 18% textured calf starter
with molasses for palatability during the 1st week and offer .5 -1 lb of hay per day after 6 weeks of age.
You can wean calves after they are eating 1.5 lb of 18% starter per day and switch them over to a 16% calf grower
a week or 3 later, 2 lbs of dry matter per day is about all a young calf's rumen can hold/digest.