Based on the puppet doll who spreads gossip on known personalities on Puerto Rico's WAPA-TV show "SuperXclusivo", "Comay" is that person who knows everything that is going on with everybody, who knows the juice, who knows the latest gossip. It can also refer to someone who knows and reports all the gossip.
1. You always know what's going on around here... You're "La Comay".
2. You don't know what just happened? Ask "La Comay".
3. A: Let me tell you something. So and so did this. Have I mentioned who?
B: No, you haven't! Say it, Comay, say it!