Hi bitza
Greetings from another MacKay (or in my case, McKay)
Alot of Highlanders left Scotland forever during the clearances in the 18th/19th centuries. There are alot of Mackays/Mckays/etc. in the USA and a particularly large group in Nova Scotia I believe. The clan history, as you have found out, is debatable and because written records are not available for the earlier times, alot of it is very suspect. Some of the more convincing research I've found to date is at the following website:
http://www.geocities.com/mckyrbnsn/mclinks/gary1.html...but it is by no means definitive.
There are alot of so-called "family historians" who seem less interested in history than in finding links to royalty, nobility and an ancestor that will take them back in time further than anyone else, which is why alot of the information available on the web should be treated as suspect until you have verified it with primary source material (if that's possible).
Personally, I think the best way with researching your Clan is to do what you would do for a non-Clan ancestor: trace backwards from what you know, rather than forwards from what you suspect. That's the only way to be sure (or at least as sure as it's possible to be!). I have traced my own McKays back to 1710 in Inverness, but I think it's just going to be too difficult to get much further back than that. I suspect that, as they moved slowly south-east from Inverness in the years following, they probably were doing the same thing prior to the 1700s, moving slowly south-east from the traditional lands in the north west.
Anyway, knowing I am a McKay and have strong links to that name over 300 years is enough for me, given that we know how the highlanders in general lived and were treated before that time. I would rather go in-depth into the families living later, about whom there is more information to be discovered, than trace back countless generations on what can only be rather tenuous links
Cheers!
Prue