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William McKay (sometimes written MacKay), the son of Donald McKay and Elspeth (Elspy) Kennedy, was born in 1772, probably in the Mohawk River valley of New York. His brothers Alexander and Donald McKay were fur traders with the North West Company (NWC). William McKay also worked for the NWC, from about 1790 to 1796. He was made a partner on July 5, 1796, when Alexander MacKenzie sold him one of the company's 46 shares. During his time as a fur trader, McKay traded along the Menominee River between what is now Michigan and Wisconsin, in the area surrounding present-day Portage La Prairie, Manitoba, and around Lake Winnipeg.

From 1796 to 1807, McKay was married à la façon du pays (a type of common-law union) to an Indigenous woman named Josette Latour, with whom he had at least one daughter, Mary McKay. In 1807, McKay abandoned Latour and his daughter when he retired from the fur trade and moved back to Montreal. He spent the five years preceding the War of 1812 in the city.

On October 15, 1808, he married Eliza Davidson, daughter of Judge Arthur Davidson. The couple had three sons. The first, William, died several days after his birth in November 1811. The second, Robert McKay (MacKay), was born in Montreal on October 27, 1816. He worked as a lawyer in the city and became a judge of the Superior Court in 1868. Eliza Davidson McKay died in childbirth with their third child, also named William, on September 21, 1818.

During his years in Montreal, William McKay socialized with merchants, soldiers and other prominent citizens. On December 5, 1807, he was elected a member of the Beaver Club. He attended meetings regularly until tensions between the British Empire and the United States escalated into all-out war in June 1812.

Before news of the declaration of hostilities became widespread, McKay delivered a message from Montreal to St. Joseph Island, Ontario, that enabled British forces to launch a pre-emptive attack on the Americans in the first battle of the war at Michilimackinac on Mackinac Island, Michigan. In October 1812, he helped found the Corps of Canadian Voyageurs and served as captain during action in Lacolle the following month. After this unit was dissolved, in March 1813, McKay joined the 5th Select Embodied Militia Battalion of Lower Canada. He was then promoted to major in April 1814 after joining the Michigan Fencibles, a unit composed primarily of voyageurs recruited near Michilimackinac. On July 19, 1814, McKay, now a lieutenant colonel in command of the Fencibles, led a successful attack against the Americans at Fort Shelby in Prairie du Chien, Wisconsin, with the assistance of hundreds of local First Nations warriors. The fort was renamed Fort McKay.

Until the end of the war and afterwards, McKay worked with First Nations as an agent for the British government, first in Michilimackinac and then, from 1816 to 1828, at Drummond Island, Michigan. During this period, he helped implement policies embodying the increasingly paternalistic and repressive attitude of the British crown towards First Nations. Transferred to Montreal in 1830, he subsequently died in the city's 1832 cholera epidemic.

Sources:

Robert S. Allen, "McKay, William," in Dictionary of Canadian Biography, vol. 6, University of Toronto/Université Laval, 2003, http://www.biographi.ca/en/bio/mckay_william_6E.html

Sylvia Van Kirk, Many Tender Ties: Women in Fur-Trade Society, 1670-1870, Winnipeg, Watson & Dwyer Publishing Ltd., 1980.