Etymology
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at bay (prep.)

late 14c., originally often at the bay; see bay (n.3). Figurative use, of human beings in difficulties, is from c. 1400. The expression reflects the former more widespread use of at. The earlier form of the phrase was at abai, used of hunted animals, "unable to escape," c. 1300, from French.

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Definitions of at bay

at bay (adj.)
forced to turn and face attackers;
a stag at bay
Synonyms: cornered / trapped / treed
From wordnet.princeton.edu