Thanks to Kay Clegg I have a transcription of the Will of Edward Kelly 1883 which mentions some Milburns who might be of interest:

Isaac Milburn of Strand St, Douglas, ironmonger
Ann Craine, sister of Isaac Milburn, widow
Esther Milburn – wife of Isaac Milburn
Robert Milburn, son of Isaac Milburn of Strand St, Douglas, Ironmonger

According to the Will, Isaac Milburn, Strand St, Douglas and Ann Craine, Strand St, Douglas were first cousins of Edward Kelly, as were the following:

Edward Kelly, mason, Prince’s St, Douglas
James Kelly of Stanley Terrace, Douglas
John Kelly of Broadway, Douglas
William Kelly of Ballacharry, Malew

Edward Kermode, Laxey Glen, Lonan, Miner, son of late Thomas Kermode, Ballagare
John Kermode, Mount, Laxey
John Kermode, Ballagare, Lonan
Thomas Kermode, Grawe. Lonan
William Kermode, Mason, Oxford St, Douglas

Ann Kewley of Douglas, widow.

I wish I could say I'd worked out how they were all cousins, but if I have I don't know where I've filed it!