there were 3 paper mills around this period in Laxey - look up on manxnotebook www.manxnotebook.com//books/cubbon/p1467.htm
however being Scots they were probably not CofE thus might have used the Scotch Church (in Douglas or possibly in Ramsey) or may well have baptised the children back in Scotland - are all the various dissenting church records available via Scotland's People?