If May Gawne was her maiden name then the only candidate born before 1901 (I don't have many records after this date) would be Annie May Gawne 1885 born in Douglas. She is referred to as May Gawne in the 1901 census and is the daughter of John Gawne and Jane Leece. There was also an Elizabeth May Gawne born to Henry Gawne & Elizabeth Kewish 1902 in Castletown.
If Gawne was her married name then it would be a little more difficult to trace her. There do not seem to be any records available yet of a marriage of a May Gawne or of a Gawne to someone called May.
Jane