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If Hayes are deducting PAYE costs, income tax and national insurance, before paying him then he is an employee with Hayes for that work. There are no if and buts with this.
Forgive me for showing my age here, but in the good old days, he is what used to be called a "temp". If Hayes don't put him onto another contract at the end of this one, he can ask Hayes for P45. If he doesn't ask Hayes should send him one.
I'm in a similar position, contractor on PAYE for 95% of my income and I complete a SA for the other 5%. The umbrella company will send a P60, in fact from memory when I start the SA input that info is already populated on the form by HMRC. They will know from his pay reference what NI has been paid during the PAYE period. I certainly wasn't asked to pay NI twice.
Also... So for your 95% PAYE earnings - do you put them as employement or self employement on the SA tax return?
It's entered as employment and like I said, I am pretty sure the form was pre populated by HMRC. They will have got the figures from the PAYE info already submitted to HMRC by the Umbrella, who are the entity that pay me