McLay, 27, who will join Arkéa-Samsic next season following two years with EF Education First, beat Pascal Ackermann (Bora-Hansgrohe) and Matteo Trentin (Mitchelton-Scott) to the line while Phil Bauhaus (Bahrain-Merida) was relegated following a dangerous sprint
Ackermann took the leader's jersey of off Fernando Gaviria (UAE Team Emirates) after the stage one winner finished back in eighth spot while McLay climbed 23 spots to third following the 152.3km stage from Beihai to Qinzhou.
German sprinter Ackermann also took the lead in the points and young rider classifications. There were no classified climbs and so Guillaume Martin (Wanty-Gobert) retained his lead in the mountains classification.
The Tour of Guangxi continues on Saturday with the 143km stage around Nanning and concludes next Tuesday with the final day of racing in this year's WorldTour.