Irving Reis manages to fit quite a bit into the roughly hour-long runtime of "Gay," as it attempts to unravel a complicated sequence of jewel thefts while George Sanders simultaneously deflects the romantic attention of numerous women! “Maxine” (Gladys Cooper) becomes worried when she suspects her extravagant and exclusive gatherings might be being utilized for theft and insurance scams. That worry is only amplified when another hostess, "Vera" (Lucile Gleason), whose dancing is quite distracting—and finds herself in a rather permanent predicament. "Gay" is simply attempting to lead a quiet life with his fiancée “Elinor” (Nina Vale), but along with his companion “Goldie” (Allen Jenkins) and the aforementioned, somewhat infatuated "Helen" (Wendy Barrie), he must now try to locate the perpetrator—the thief, the murderer—before they make another move. It feels a little hurried overall, which isn't entirely compatible with Sanders’ acting style, but the plot is sound and the characters provide as many clues for the audience as they do for him in their search for the central figure. I have to say that I made an incorrect guess – I completely supported the wrong person. It has the feel of a low-budget but fairly well-written and enjoyable adaptation of a radio drama intended for wartime entertainment, and it largely succeeds in its purpose.

Source on TMDB