Go the source! One of the more famous Jay alumni has a picture on his website showing (scroll down) third rail at Glendale
http://arrts-arrchives.com/glendale1.html That pic was dated 1928, and he had a few others that shows it gone by the early '50s as mentioned by K&K. Great pics by the way, it's amazing how much the brush has taken over since I first went down there on a CE and got an earful about the branch and the Glendale cross-over that was just west of the bridge (the perimeter of the ball fields shows where the track was).
Interface76: While there was some Catenary in Pond yard, there was none on the Lower Montauk. I wonder if Arrt or someone else has an old third rail print lurking around of the third rail on the Lower Montauk when it ran from Jay to Pond. There was an ancient third rail print laminated to a 5' board at Jay showing what was once Rockaway Beach #1 when it was the "switching lead" at old Win interlocking. But it stopped showing that old RB branch at Whitepot Jct.