Later Life
McCay resumed his old job as Deputy Chairman of the State Savings Bank of Victoria on 10 June 1919, a few days after he returned to Melbourne. He also resumed his relationship with Ella Gavan Duffy. On 30 December 1919, the Premier of Victoria, Harry Lawson, McCay's successor in Legislative Assembly seat of Castlemaine and a former student at Castlemaine Grammar and Scotch College, appointed McCay as chairman of the Fair Profits Commission, a consumer protection body set up to monitor prices and profits. After his term ended in 1921, he was appointed to the advisory board of the War Service Homes Scheme of the Repatriation Commission. He was also Chairman of its Disposals Board from 1921 to 1922. In 1922, the State Savings Bank of Victoria took over the construction of war service homes in Victoria. During the 1923 Victorian Police strike, Monash appointed McCay to create, and later command the Special Constabulary Force that was established to carry out police duties during the strike. McCay ran this organisation from the Melbourne Town Hall, and later the Repatriation Department offices, which were made available rent free by the Commonwealth Government. The Special Constabulary Force was wound up in May 1924.
McCay's daughter Mardi matriculated from Sacré Cœur School in 1914 and earned Master of Arts and Diploma of Education degrees from the University of Melbourne. In 1922, she entered the Society of the Sacred Heart. She taught at Kincoppal-Rose Bay, School of the Sacred Heart, Sydney until 1956 when she returned to Sacré Cœur as Mistress of Studies. Bixie also attended Sacré Cœur and the University of Melbourne, at Janet Clarke Hall, where she became only the third woman in Victoria to earn a Master of Laws degree, and was enrolled as a barrister on 10 June 1925. Like Joan Rosanove, she could not obtain room in the Selborne Chambers, as women were not allowed to do so, so she put up her plate in the building next door. McCay followed his daughter and became a barrister, enrolling on 8 October 1925. In 1930, she married George Reid, a young barrister who later became Attorney-General of Victoria.
McCay became ill in 1930 with cancer. In his last months he destroyed all his papers. He died on 12 October 1930. He was survived by his daughters, now Reverend Mother McCay and Mrs George Reid, and six brothers and two sisters. He was given, at his request, a non-military funeral at Cairns Memorial Presbyterian Church in East Melbourne, and was buried at Box Hill Cemetery. For pallbearers he had Generals John Monash, Harold Edward Elliott, Cecil Henry Foott, R.E. Williams, and J. Stanley, along with Sir William McBeath, the chairman of the State Savings Bank; William Thwaites, his law partner; and businessman A. S. Baillieu. Among the other mourners was Generals Brudenell White and John Patrick McGlinn, who had been his deputy commander of AIF Depots in the United Kingdom; John Latham, the Leader of the Opposition; Dr W. S. Littlejohn, the headmaster of Scotch College and Sir John MacFarland, the Chancellor of the University of Melbourne.
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