These are probably not the same McGuffog family, but any information would be gratefully received. The earliest I know of is David McGuffog, married to a Margaret Mains, in Craigs, Balmaclellan. In 1760 there was a daughter, Sarah, later known as Sarah Maria, followed by a Jane and a Katrine (born 1766).
By the 1780s all three daughters are in Jamaica, where Jane marries (1786) a John Rutherford, a Kingston merchant who by 1805 is in Marylebone in London. Katherine/Katrine in 1793 marries (from Jamaica) William Duff, a merchant in Nicholas Lane, London but living later in Shoreditch. Duff and Rutherford were close - the Duffs named a son John Rutherford Duff. Sarah in Jamaica had married someone called Leigh whom I cannot trace. In 1796, recorded as Sarah Maria Leigh, a widow, she remarries a John Forsyth, described as "planter," who seems to have been active in the parish of St Mary, though she seems to have owned the plantation called Leighfield in St George, which seems to have been their home. Forsyth is dead by 1810, but Sarah can still be traced at Leighfield until the mid 1830s.
All three women are remembered in the will of James McGuffog, a very successful draper in Stamford, Lincolnshire, who dies in 1828. Robert Owen had once been his apprentice. His brother, John, also in Stamford, describing himself as "gentleman" died in 1825. There is no mention of kinship, yet both James and John McGuffog are clearly also from Balmaclellan, which is mentioned in both their wills
It seems likely that David McGuffog was a tenant in Craigs, which seems to have been in the hands of a Gordon family in the 1760s. There doesn't seem to be any likely link to Jamaica to throw light on the story.