Typing "Collegiate School Douglas" into a well-known search engine gave me a reference in the National Register of Archives, at the National Archives (Kew) :-

Collegiate School Douglas: 1914-c1940: registers and misc papers
Repository: Manx National Heritage Library
Record Reference: Supplement List MS 06312.

Hope that helps. I was a pupil there myself, but not till well after those dates, until just before the school closed.