May I ask how you know that your ancestor was actually born in the Isle of Man rather than just having lived here for a period of time. What were his first names? I can’t find any record in the IGI, on the information available, of a baptism in the surname M(a)cKane.

Although the surname occurred very early in the Island, as far back as at least 1408, it does not seem to appear in later times.

I am not an expert on Wills but I would have thought whether or not a deceased person had any assets in a particular jurisdiction would be the deciding factor on whether there would be a requirement to obtain probate of a Will rather than where he was born or had lived or had died. If he had estate of any kind in the Island a Will would normally have to be proved in the Manx Courts. Is it likely that he may have had any Manx estate? If he died intestate the same would apply in whether Letters of Administration would have to be applied for. If he had no Manx estate then there would be no purpose in proving a Will on the Island.

If you can trace no Scottish probate then it may be that his estate in that country was not sufficiently large to require one.