Ay is one of the nomadic Drifters. He is a (trans?) man, and a captain. Gail Carriger has said that Ay doesn't have a specific gender identity and neither do most of her characters.
He has three wives and two children.
In the books Edit
Ay comes aboard the Spotted Custard to negotiate with Prudence for escort and protection from the Drifters. They accept: sugar loafs, a dozen various parasols, perfume oils, several bars of soap, glassware from the table setting, two silver candlesticks, three thick fuzzy carpets, two dozen scones, some muffins, several tins of spices, and four of Prim’s favorite hats. However, it is the appearance of Footnote that seals the deal.