in the decade or more since this query was raised most of the parish registers are now available to view on familysearch with additional info including digitised newspapers on www.imuseum.im
Also I have looked more deeply at the Roman Catholic registers - eg Daniel McCarry noted as of Peel married Charlotte Boyd (noted as a convert and probably d/o Patrick Boyd fisherman) on 13 Feb 1842 possibly married in Peel tho there was no Catholic church there at that time - the two Catholic churches at that time were in Douglas and Castletown

The Manx McCarr(e)ys would appear to derive from James the illegitimate son of John McCarry + Isable Cowin - John was still in Castletown in 1804 as he is a witness at a marriage in Malew parish church between Edwd Carr + Mary Neil als Smith both noted as Irish - there is a small group of McCarry burials (inc a John in 1812) in Malew (parish containing Castletown) between 1806 and 1813 but the burial register gives no other info)
There is also a Margt McCarry who marries Thomas Quayle in Peel (Kk German parish church) in 1807 - there is also some possibility of confusion with the name McCarty which is also found on Island at this period