I'd check the manx papers of the period in case he is mentioned - I may have been looking in the wrong place but I would expect to find a discharge record in the UK National Archives - the only interesting thing I found was a will in Leghorn (Livorno) Tuscany for spinster Mary Ann Mylrea in 1837 (but not wishing to pay £3.60 I don't know what it said).

I did check IGI for north america but possibly a strange spelling of Mylrea ?