thought about it but then decided at that moment, no... balance of probability: by the the relative lack of information on the internet and numbers researching the Irish Gay name meant that few would be doing the tests as well...still will probably do it one day, you don't know until you try and it's no good if nobody does it!
There's a good chance of relation but unfortunately found plenty of Irish aunts and uncles going to the US but none of them from the Gay side.. yet.
The Irish Times has a good surname tool showing the county spread and Westmeath is the main single county so using probability there's a good chance of a relation but Westmeath is outnumbered by the sum of the others though. I have some interesting leads in Dublin early 20th century for 'family' from Westmeath too. http://www.irishtimes.com/ancestor/surname/index.cfm?fuseact...
I've thought about starting a blog about the family and then backed out of it but there's some information about the possible name derivation. an alternative to the "accepted standard" English/Norman/French version if you want to check it out.. http://cageyworld.co.uk/blog/
.. one day I might get back to setting it up properly and hopefully getting some more information on it.