I'm also researching the Gay family from Moultrie, GA. My Dad's name was Robert (Bobby) Gay, but not the same Robert Gay who you are researching. Both he and his sister, Juanita Gay Franklin (from Albany) are now deceased. Their parents were Bryant Gay and Vina Taylor Gay. We may well have some ancestors in common. The only relatives still living in Moultrie are named Cook. My Dad's first cousin, Roscoe Cook, died last year.
By the way, the name of the library in Moultrie is the Ellen Payne Odom Genealogy Library. Address: 204 5th St. SE.
Would love to hear from you,
Linda Gay Eubanks