Chatham County deputies also found a gray Pontiac parked at a boat access at Bear Creek and Pea Ridge roads.
McCray's body is at UNC Hospitals for an autopsy.
Chatham County Sheriff's Office Chief of Staff Major Gary Blankenship said that items found near the shore made them concerned, so they called Fire, Medical and Law Enforcement officials to drag the lake.
The sheriff's office said so far no witnesses have come forward. The investigation is ongoing.