Bellough is probably a misspelling of Ballaugh (pronounced Balaff), a parish in the north of the Isle of Man. For further information about Ballaugh, see the Manx Notebook website at:
http://www.isle-of-man.com/manxnotebook/parishes/bh/ballaugh...I have a link with a Manx Key/Kay/Kaye line who were in Marown parish in the 19th century - inlcuding James Kay(e) of the Highlander Inn/Arms.