User blog comment:Abelzorus Prime/Could Shay be a Kenway?/@comment-25102735-20140812021329

Here's my theory: Shay is the son of Jennifer Scott (Haytham's sister), and and she married some dude whose last name was Cormac, and he perhaps had some sort of affiliation with the Assassin's, which is perhaps why Shay starts off as an Assassin.