I put my lazy kate on it's side, hoping that the friction between the bobbins and arms would provide some tension for plying. I'm not sure it worked, but I was able to ply.
Here is the first bobbin of yarn next to the upright lazy kate. I managed to get two bobbins of three ply before I ran out of the pink mohair. Then I got another almost full bobbin of two ply brown. Yay!