Yes, I do mean locally. Have you tried www.Okcupid.com?
Perhaps there are people at least within an hour or less of you that you could chat with, if not meet. Even just chatting with people who identify as poly or in open relationships who are looking for friends can help broaden your understanding of all the possibilities, and you never know what can grow from that. Not just romantic possibilities, but networking for a broader network of friends who either are poly, or understand it.
I certainly don't advocate experimenting with people just for the sake of it though. I have seen people new to poly posting along a wide spectrum, but there are two extremes for where you are at - coupled people having no experience with poly and then lucking into a good and positive experience with a first relationship with somebody they already had romantic feelings for, and negative horrible experiences with first experiences backfiring and causing drama all around when the initial love interest is somebody that was already a known factor.
If you and Jay both attempt even going for coffee with a person or two, even if nothing comes with it, it can give you a chance to process things as they come up, and really have a chance to digest how you are feeling. Now maybe you two are much more gung ho and can dive into something where a serious relationship can occur with your first foray into dating. I don't know your comfort levels, but just wanted to throw some more ideas out there.