After some time in London, Hay worked in Montreal from 1985 as Vice Consul and Commercial lead, before returning to Moscow, now as First Secretary for Information in 1988. As the Russian Federation replaced the Soviet Union, the British Consulate-General in St Petersburg was re-opened, and Hay was appointed as its first new Consul-General in 1991.[1][4]
In 1992, Hay returned to London, before being appointed as Ambassador to Uzbekistan and concurrently (non-resident) Ambassador to Tajikistan in 1995. She was the first female ambassador in Tashkent.[2] In 2000, she returned to St Petersburg for a second stint as Consul-General until 2004.[1][4]