McCay was assigned two regular officers as his brigade major and staff captain, but was permitted to choose his four battalion commanders. All of McCay's choices were senior Militia commanders from Victoria. Three of them proved to be too old for the vigours of a modern campaign. The exception was his youngest appointment, Lieutenant Colonel Harold Edward Elliott of the 7th Infantry Battalion, a University of Melbourne educated lawyer like himself. The brigade assembled at Broadmeadows Camp where it commenced its training. On 21 October McCay and his brigade headquarters embarked from Melbourne on the former P&O ocean liner RMS "Orvieto", which also carried Major General Bridges and the staff of his 1st Division. After sailing through the Suez Canal, it arrived at Alexandria, Egypt on 4 December 1914. The brigade camped at Mena, on the outskirts of Cairo, where training resumed. War correspondent Charles Bean noted that McCay "trained his command with conspicuous ability. He did a great deal of detail work himself, drawing his own orders, and sometimes training his own platoons." On 4 April 1915, the 2nd Brigade packed its camp and moved by rail to Alexandria, from whence it embarked for Gallipoli for the landing at Anzac Cove.