Perhaps I can shed some light on this as a German speaker.

"Brey," or "Brei" means porridge, or gruel in German. It is an extremely common surname in Bavaria-- the Munich phone book is full of them. The name, in Germany at least, is pronounced to rhyme with "eye" in accordance with standard rules of German spelling and pronunciation, although in the U.S. the pronunciation changed to rhyme with "bay".

Another alternative spelling, dating from the times when literacy was rare and folks spelled things as they sounded, is "Prey". For example, there was a famous German baritone named Hermann Prey (1929-1998). Hence the spelling of Ms Pry's name.

Best regards,
Carter Brey