The IGI has:
JOHN JAMES CLAGUE Christening: 15 APR 1866, Malew, Father: ALLAN CLAGUE, Mother: JANE.

JOHN JAMES CLAGUE Christening: 14 OCT 1866 Kirk German, Father: JAMES CLAGUE Mother: CATHARINE MADDRELL

JOHN JAMES CLAGUE Christening: 30 DEC 1866 Ramsey, Father: JOSEPH CLAGUE Mother: JANE

Then there are the John Clagues who may have adopted a second name later, and the children baptised at an older age.

Of the above ones, the first is probably the most likely, because close to the date of birth you gave.

SARAH ANN CAREN Christening: 08 NOV 1868 Kirk Rushen, Father: THOMAS CAREN Mother: CATHARINE KAYE.

Emigration records might help, and also their marriage cert.

Sue