I have a William J. Gay in our tree who was born in Missouri abt 1868. I have no information on whom he married or his descendants. In 1870 he was living in Cooper County, MO, Moniteau Twp. in the home of his parents Thomas C. and Mary J. Gay. In 1880 he was living in the home of his brother-in-law Joshua Yarnell in Moniteau County, MO. Could this be your guy?