In my experience living in the U.S.,
Leigh as a given name is always "
Lee." I have never come across the idea that
Leigh can be "lee" or "lay" depending on gender. Virtually all of the time, when people use -leigh as an alternative spelling in names, it is intended as just a fancier version of -lee or -ly. So, for instance, I would expect
Kimberleigh and
Ashleigh to be identical in pronunciation to
Kimberly and
Ashley.
In Great Britain
Leigh may sometimes be pronounced Lay (and the place name/surname
Leighton is LAY-tun). Here is an earlier thread about this subject:
http://www.behindthename.com/bb/fact/667455 .