Seems I have a material interest in this matter given that my kit made a cameo appearance in the original message.
I have recently received a veritable flood of 'most recent common ancestor within 24 generations' calculations which float at or above the 90% probability level between myself and McKee and McGee descendants, most of whom made a station stop in Ulster en route to the US. Since my ancestors lived in Galloway in some numbers for hundreds of years and never joined the Plantation settlement, I don't really fit the pattern. They lived in the Kirkcudbrightshire area generally. The old cemeteries are filled with their stones and many McKies still live in the area after all this time. Given the genetic record, land sasine records, old legendary material, hand written accounts I inherited and M222+ status, I may be forgiven for assuming that they have been there since before Bannockburn, one of the consequences of that magnificent slaughter in 1314AD being the award of lands for military services rendered on behalf of The Bruce.
I don't know anything about the religious persecution you referred to though it may have been a motivating factor in some leaving for the Plantation. You had to be an attested Calvinist to be accepted for transplantation as it were and my suspicion is that the poorest of the Protestant peasantry were most susceptible to blandishments of free grants of seized O'Neill lands in Ulster.
I do think we have to pay attention to the y-dna evidence in these matters. My kit is very similar on a 111 allele basis to many McKees and McGees who demonstrably did go to Ulster and then on to Appalachia. My lot stayed in Galloway until the mid-1800s, then some went to Tasmania, then some including my gggrandfather and ggrandfather (born in Tasmania) went back to the UK some decades later, then my grandfather emigrated to Canada where I presently live. As far as I know they were for the most part moderately successful tradesmen and farmers and thus may never have considered an Ulster move motivated by penury or anti-Catholic inclinations. Also, as far as I know, they had no strong religious beliefs but trifled with Presbyterian affiliations. Certainly none of my McKie relatives were in the least pious except for matters of public show. The ties with the UK were never broken. We travel back frequently to visit family and I established legal right of abode there many years ago.
Finally, an anecdote. One day last summer I was parked in Dumfries trying to get my GPS to work properly. Then, what should appear on a nearby street but a large lorry with MCKIE CONSTRUCTION in large letters on both sides and front and back driving by. And I said to myself, I think it is safe to say that the kindred never left this place entirely, even after 1000 years and very probably since the DalRiata invasion in 503AD which brought the Connachtan, the Gaelic Children of Conn, from Ireland in large numbers.
Donald Craig McKie kit no. N64222 (which sounds like a US plane tail number :)