Here's why and some options:
* No native jay species: Hawaii doesn't have any native jay birds, so there isn't a specific word for them.
* Borrowed words: If you want to refer to a jay, you could use the English word "jay" or perhaps a borrowed word from another language, like "jey" (pronounced similarly to "jay").
Ultimately, the best way to refer to a jay in Hawaiian depends on the context and audience.