Nope, it's Zay. I've watched many, many of her videos and they say, "ZAY."
Besides, Brigitte, Gabriela, Achille, Thibaud, and Charles (All French) say Ah -Lee -Zay Also, Alizee's two girl friends (Monique and Corinne) called her Ah-Lee-Zay. Also, I called her Ah-Lee-Zay and wasn't corrected. So it's "ZAY."

Nuff said...

-Cybersoil