Kay is seen entering a women's clothing store with a cop. Frank arrives to find Kay tied to a chair. She is being verbally abused by the police officer, Jo. Kay pleads for Frank to help her. He tries to intervene as Jo begins to sexually assault Kay with her nightstick, and Jo demands him not to interfere or be dealt with. After Jo is defeated and killed, Frank frees Kay and the three other hostages. He then takes Kay and the others to the Security Room.
Depending on the ending, Kay was either rescued by Ed DeLuca, taken into custody by the Special Forces and possibly killed to cover up the Willamette incident, or killed by Carlito Keyes's bombs.
Unlike Lilly, Kelly, and Janet, Kay will remain alive as long as the scoop Above the Law is active. This is due to her having an appearance in the scoop's cutscene.