I don't know if this is the same person, but I found a reference to a possible Murdock McKay. In "A Dictionary of Scottish Emigrants to Canada Before Confederation" by Donald Whyte there are two Murdock McKays. The first one died in 1819, so he can't be yours. The second entry is:
"From Is Lewis, ROC, to QUE, ex Stornoway, arr 4 Aug. 1851: stld Huron Twp., Bruce Co, ONT, 1852. Head of family."
Maybe this will give you some clues to get you started. Good luck.