Not that I've ever heard, on British TV or from British relatives.
From what I've seen/heard, it appears that the usual pronunciation is
LEE, but that a few individuals here and there decide to pronounce it LAY (possibly because it is or was intended as a nickname for
Leighton, which is pronounced LAY-ton).
♦ Chrisell ♦
All we have to decide is what to do with the time that is given us. - J.R.R. Tolkien.