Manx Genealogy

Richard McNally / Jane Byrnes

I just traced part of my ancestry to an ancestor who was baptised on the Isle of Band on 8th March 1837.
This ancestor was James McNally and his parents are shown in the baptism records as Richard McNally and Jane Byrnes.
I can't find any further hits online for either Richard or Jane.
Is there any advice on how I go about find further information?
I do know that James left the Isle of Man and was married near Wigan but I don't know whether he left as an adult on his own or as part of the family...

Anyway any help/advice gratefully received!