Hi again Viv,
Yes, you are absolutely correct! Due to the gaps in the Lonan (and other parishes) records, you can't be sure that the person(s) you are looking for just wasn't recorded (or that the transcriber, or the LDS extractor made an error). The IGI is an INDEX only, and one fraught with errors.
The only "way through" is to look a the wills of any potential siblings, children, aunts, uncles, in-laws, etc. Sometimes the will of a friend or neighbor mentions the one you are seeking. And yes, that might mean dozens of wills. That is why I wound up looking at so many Skillicorn wills, trying to make connections.
My suggestion would be to look at the Kewley and Kelly wills, especially from Onchan, in addition to looking at the wills on Brian's site and also the summaries in Frances' Manx Notebook (also invaluable). I'm sure you've noted that there aren't many Kewley/Kelly wills transcribed.
If you transcribe the wills you look at, (and donate the transcription), you can look back later and possibly find a connection which you missed on the first pass. (And what a good feeling to think you are contributing a bit to the available knowledge for the next researcher.)
You might also look at the land records (there is an excellent article on land records in Frances' Manx notebook).
Again, good luck! Don't give up. The answer may be only a few (dozen) films away!
Lois