[1] She was the fourth child of William Austin Cook, a prosperous iron merchant and a Justice of the Peace for Cheshire, and his wife Anne Maria Elizabeth née Holden.

[2][3] Known as 'Gabs' to family and friends,[4] Ray first appeared in London's West End at the age of ten in the role of Eveleen in John Hollingshead's production of a musical play called Miami at the Royal Princess's Theatre.

With Greet, she toured for three years in the roles of Mamie Clancy in The Belle of New York and Dolly Twinkle in The Casino Girl (1901).

[6] During the first decade of the 20th century, Ray's career had progressed to the point where she was performing at leading West End venues and gaining attention as a beautiful young dancer and actress.

[8] George Edwardes hired Ray to understudy Gertie Millar in The Toreador at the Gaiety Theatre, London, in 1902, where she had the chance to play the role on many occasions.

[1] Ray announced her retirement to marry the wealthy Eric Raymond Loder (1888–1966) in early 1912 and left the production of Peggy.

She did not appear at the well-attended scheduled wedding ceremony at St Edwards Roman Catholic Church in Windsor because of Loder's failure to sign the prenuptial contract that guaranteed her financial security, but he claimed it was an oversight, and the marriage took place three days later.

[4][8] The broken marriage was difficult for Ray, but in 1915 she returned to the stage to play the role of Estelle in the musical Betty at the Gaiety Theatre and, in the following year, appeared in the revue Flying Colours at the London Hippodrome.

Hospital staff later recalled her infectious smile and that she enjoyed walks into the nearby village for shopping and car rides.