It seems this was most likely a verbal stumble rather than an actual Kiwi-specific idiom. The only reference I can find to "what have you say" is as an interrogative meaning "What have you to say [in regards to a topic]?" which obviously wouldn't apply here. Given the context (that is, a partial list of items) it seems reasonable to conclude that (if indeed the variant was intentional at all) this particular phrase does have an identical meaning.
The expression dates at least as far back as the 18th C., and perhaps even earlier. It appears to operate on the trope of long to a span of time.
It's related to the similarly literary he is not long in years (as a way of saying that he is young). To be long is to have an abundance of time.
The preposition for in the expression echoes the somewhat archaic sense of destiny, a sense that persists in the idiom They're in for it now (meaning that trouble - usually punishment - awaits them.). It also works on a simpler level, indicating roughly for the purpose of or usefulness in...
To be not long for this world, then, is to have not many days/hours/moments in store for use in the world of the living.
(To be long, in this sense, has little to do with belonging, which entered the language via the OE gelaeng (to accompany, be at hand). Long, meanwhile, comes from OE longe and shares etymological DNA with German and Dutch lang.
The modern pronunciations sound similar, but they're different beasts.)
Best Answer
The NOAD installed on my Mac Mini reported the following definition for pray.
In the first example, you can replace pray with please.
Similar definition is given by the Oxford Living Dictionaries.