I presume you have looked at www.manxnotebook.com/history/ap/ap_10840.htm
there was an Alexander Hannay as 2nd son (bapt 1780) - he would appear to have married in Liverpool but Hannay name also found in 1796 Liverpool directory + also in 1790 (Ann a victualler , John a schoolmaster in 70 but no occp in 1796 and Wm a boatbuilder

Alexander was a names commonly associated with Scots.