Robert: I'm not sure of your Robert McCay/McCoy, but I had a gr gr gr aunt Elizabeth B. Nethery who was married to a John McCoy. John was born circa 1810 in Ireland. His wife Elizabeth also in Ireland. Their oldest child, Mary Ann McCoy was born 04 March 1830 in Lynn, Tyron Cty, Ireland. She married William Wilson in Eldersie, Scotland. John McCoy also had the following children: John b. 24 Jun 1832 in IRE, Robert b. 01 Jan 1841,IRE, James b. 26 Dec 1845, Scotland, Elizabeth b. 08 Apr 1848,Scotland, Martha b. 20 Nov. 1851 in Edinburg, Scotland, then William b. 26 March 1854 in Wisconsin, Thomas b. 21/22 June 1857 in Wisconsin and then Charles, b. unknown, killed in Civil War.
Sounds like there might be a connection. Maybe your Robert and my John were brothers. I haven't traced the McCoys any further because Elizabeth Nethery is my line. Good luck in your search. james a. nethery