Hi Margaret, Donald Whye's "A Dictionary of Scottish Emigrants to Canada before Confederation" shows on page 212:
John McKay, born about 1753 from Clyne, Sutherland, died 5 July 1810. Entered Hudson Bay co. service, 1790. Served in the Albany district 1790-97. Apprears as Master at Brandon House, 1797-98. Osnaburgh 1798-1800, and again at Brandon House, 1800-10. Married Mary, daughter of John Favell, junior, about 1791. Children John R, William, Edward, Isobel, Elizabeth, Alexander, Charles and Mary.
We now know he came from Clyne and I will look there for you.
Best wishes
Christine