After the Battle of Culloden on 16 April 1746, McKay's cellar was used to imprison MacDonald of Belfinlay and Robert Nairn, a prominent Jacobite and deputy paymaster.
Robert Forbes, a nineteenth-century memoirist, noted that McKay was 'a wise, sagacious creature' who was called upon to help the injured prisoners.
[2] When an escape plan was made, McKay helped by bringing clothes and food for Nairn and distracting the guard.
[2] During McKay's imprisonment, her 17-year-old son was found by British soldiers and beaten so severely that he died of his injuries.
In the aftermath of the escape, Robert Nairn's family supported Anne, who had been widowed during the Jacobite Rebellion, and her children financially.