Kay isn't hard to find, he's actually a part of the extra bustle.

Standing off to the side near another ship, Kay is holding a bag for a pilot who is having a rather lengthy goodbye with a woman.

When he spots Cassian walking nearby, Kay straightens up a touch.

"Cassian?"

Contemplating the bag, the pilot, the women, and then the bag again, Kay promptly drops the bag and walks away, headed for Cassian.

"You are not dead," he pronounces.