Shay feels at once vintage and modern. This is one case where the phonetic Shay may be preferable to the more authentic Shea or Shai. Ditch all the girly forms -- Shayla, Shayna, and so on -- and go for this stronger, more straightforward name.
Shay, character from The Uglies Series Leslie Shay, mostly goes by Shay, character from the TV show Chicago Fire Carly Shay, main character of iCarly
Shay VanBuren- character from the YouTube show, The Most Popular Girls in School