These could be their burials [from Brian Lawson's index]:
www.iomfhs.im/lawsons/LawsonBMD/burials/my_mc_m.html?Submit=Mc+Mahon+-++Mc+Wood
MC MULLEN, James [aged] 55 Braddan 21 Mar 1932.
MC MULLEN, Theresa Compton [aged] 57 Braddan 21 Nov 1933.
There may be a gravestone inscription [MI].
You could write and ask the Probate Registry whether either of them left wills (which might mention Allan and other family members). Give them the burial dates and place. You could get their address from the "Contact" link given in an earlier message.
Sue