He was a member of the band from July 1977 until September 1979, playing on the albums The Scream and Join Hands. McKay composed the tune of their first hit single, "Hong Kong Garden" as well as much of the material found on the band's first two LPs.
McKay left the band after the release of the second album, (Join Hands). He later briefly led a trio named Zor Gabor which released one three-song 12" EP, "Tightrope", in 1987 on the In Tape label. It was awarded "Record of the Week" by NME.