In Curse Of Strahd, Heralds of Dawn invaded the Vallaki Vistani Camp, and Zandros took Jay alongside other horses as he escaped with other Vistani. He was rode by Arrigal until they reached Jeny's Stuttering Shack, where the adventurers defeated the Vistani in combat. They took himself and one other Vistani horse, Peanut Butter, intending to sell them to the Arasek Stockyard.
Jay was also employed to be part of a strange type of watercraft: Tobias Villie Broadnose Cogsmith cast a Spell to allow him to walk on water, propelling a boat across Lake Zarovich alongside his fellow horses Pony Danza, Whinny Houston, Sarah Jessica Parker, and Verity. The group decided not to sell him in the end, and ended up taking him to raise a population of horses at Argynvostholt by convincing him to mate with Peanut Butter.
He served as one of the fastest horse in the community until the Slaying Of Strahd.