I think his nephews show with George on one of the census entries in the US linked and also on shipping manifests.
Harry, re brother James. I wondered about these details for him.
His mother Isabella shows alone with grandchild in 1901 (you have this I am sure but just for detail here):
Isabella Gay 82 Living On Own Means
Alexander A Gay 9
Address: Nethergate, Crail
I couldn't see a will for her however there are two will & testament entries showing in 1916:
James Thomas Wilson GAY - 20/10/1916. NETHERGATE, CRAIL, D. 19/06/1916 AT CRAIL, TESTATE.
James Thomas Wilson GAY - 20/10/1916. RETIRED COMERCIAL TRAVELLER, NETHERGATE, CRAIL, D. 19/06/1916 AT CRAIL, TESTATE. CUPAR SHERIFF COURT INVENTORIES SC20/50/98
There is a death for this James in Crail in 1916, aged 60.
Monica