Hey 4.2.1792 at Shields' with Gray, Perry & Holcroft / 24.8.1794 Hay at Gray's with Gordon & Holcroft / 14.12.96 Hay at House of Commons with Gordon & Perry / 7.1.1805 adv Hay & 2 at H Rowan's / 11.7.1813 miss Hay at Hume's
Likely Hey and Hay in the first three entries above were the same person because of similar company, and Godwin most often (and understandably) got spelling wrong on first meeting someone, so more likely Hay, and quite likely a journalist for Morning Chronicle (Perry & Gray's paper). The Hay at Rowan's in 1805 could have been Edward Hay DNB 1761-1825. He also laid a petition before King George III in London in 1795, but he was probably mostly in Ireland in 1792 to 1796 when the first three entries occurred
Work notes
Dr Alexander Hay Univ Brit Dir 1791(Monk's Roll MD Leyden 1765) / Richard Hey DNB 1745-1835 Ll.D of Middle Temple & fellow of Magdalen Cambridge / William Hey surgeon DNB 1772-1844 / J van der Hey privy councillor to King of Prussia (c18 online author)