The father of the historian of the Isle of Man was Nicholas Blundell, who married Jane, daughter of Sir Roger Bradshaigh of Haigh, Co. Lancaster so looks as if any early(ie pre 1600's) Haigh connection with Island was via Stanley comeovers

Lezayre (pigots directory 1837 http://www.ee.surrey.ac.uk/Contrib/manx/fulltext/pg1837/le.htm)
Haigh Mr. Samuel, West Kella

possibly unrelated is a Wesleyan minister Abraham Haigh Douglas/Castletown circuit 1805-6 entered ministry 1803 died 1810 (any more info gratefully accepted!)

In Moores history of Northern Manks Volunteers which would cover Lezayre (see http://www.ee.surrey.ac.uk/Contrib/manx/iomnhas/lm4p096.htm)is
In1806, Henry Moore was appointed lieutenant, vice Lieut. Haigh resigned. He had held the same rank in the Fencibles.
however cant any find ref to Lieut Haigh!

I would also look for various other spellings of the name as english orthography wasnt usually a manx strongpoint.