In February/March 2009, Gay was asked to replace Shane Jenek (Courtney Act) in the production Gentlemen Prefer Blokes for the Mardi Gras festival, as Jenek injured his leg in a ski accident.
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During August 2012 Gay performed her Cabaret show Dirty Pretty Songs at the Edinburgh Fringe Festival in the The Famous Spiegeltent.
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In October 2008, Gay was a part of the cast in a concert performance of the musical Breast Wishes in support of Breast Cancer.
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