"We don't know what the makeup of the World Cup qualifiers looks like," Hay told the Herald. "We don't know the length of the window, so we need to make sure that we haven't just focused in on just 11 players.
"What if the qualifiers are over a long period of time, where you are not going to be able to get all the players?"
The Oceania Football Confederation's initial proposal was an eight-nation tournament, with two four-team groups followed by semifinals and a final.
That would require the best part of three weeks when pre-tournament preparation time and appropriate rest between games is factored in.
OFC are currently negotiating with Fifa to extend the March international window. But even if that comes to pass, it's difficult to see the likes of Chris Wood (Burnley), Ryan Thomas (PSV Eindhoven), Sarpreet Singh (Jahn Regensburg), Michael Boxall (Minnesota United) and Liberato Cacace (Sint-Truidense VV) being released for such an extended period during a critical time of the season.
That could mean they are available for only part of the tournament or can't make the trip at all, which means Hay has to have a plan B.
"We need to make sure that we introduce some more players, some more depth, to the environment, to the culture, the style of play, so that they can seamlessly just walk in," said Hay. "Until we know what it looks like 100 per cent and it's been chiselled in stone, we have to prepare for anything."
American-based striker Elliot Collier started against Algeria A, while forward Andre De Jong scored the opening goal, after enjoying cameos after Curacao and Bahrain last month.
Young fullbacks Niko Kirwan and Kelvin Kalua will hope to build on their encouraging performances in October while the call up of Francis de Vries, who has impressed recently for IFK Varnamo in the Swedish second tier, offers a backup to Cacace on the left flank.
"I'm going to give players some good opportunities," said Hay. "It's all about preparation for the Oceania World Cup qualifiers. Trying to find out a little bit more about our players, trying to grow and learn so by the time we get to those qualifiers we are in the best possible shape."
A principal aim is to build on the adventurous work in possession that was exhibited in Bahrain.
"The word that we use around our learning is courage," said Hay. "It means different things to different players, in their different positions.
"For us the big thing is for the players to recognise what that looks like, in all four moments of the game for them (attacking, defending, transitioning into either) and then for us collectively to understand what courage looks like.
"We are not going to have any excuses on the pitches here. They are going to be very good, so we can play with real bravery."