To Kill a Mockingbird has this word fey in it, but I don't know what it means. Does it mean short lived or fleeting?

It means strange or unusual. To be called fey indicates that you're eccentric, whimsical, shy, or like you're from an imaginary world.

Local opinion held Mr. Underwood to be an intense, profane little man, whose father in a fey fit of humor christened Braxton Bragg, a name Mr. Underwood had done his best to live down. Atticus said naming people after Confederate generals made slow steady drinkers.