Immediately after magistrate Gwendolyn Robinson left the court, supporters of the Swazi national broke down in tears and held each other.
Robinson said May was in the country illegally, and for her to grant him bail the court would be required to legalise his residency status while he was awaiting trial. The courts did not have such authority.
Sending May back to his own country pending trial was not possible as the court had no jurisdiction to impose bail conditions on him in Swaziland.
May faces the 24 murder charges after his truck ploughed into four minibus taxis and two cars at an intersection in Pinetown on September 5. 22 people were killed. Two died later.