Hi Philip,
You wrote:
“I plan to try to work further back on the Ellen Kegg side of the family but, my word, there are a lot of options for John Kegg/Keig”.

There are a number of messages about Kegg/Keig in the archives of this message board, including
www.isle-of-man.com/genealogy/messageboard/index.pl/md/read/id/542946
who says he is researching all Keigs.
It is still possible to "Reply" to this message which should go to his inbox if he chose that option.

The 1851 Lancs census which you mentioned has all their birthplaces as being Isle of Man, with William Milne’s grandfather John Kegg aged 56, a sawyer, and wife Ellen 58, and their daughter Ellen aged 30, dressmaker. [Index, Findmypast.]

1841 census has John Kegg 45, Jos 15, Ellen 55 with 7 others at Wellington Buildings, Conchan, Isle of Man (ages usually rounded and inaccurate) which may or may not be the same John and Ellen. There were two other John Keggs recorded with the same age given, but no Ellen in their households.

Sue