Thomas of Jurby is in the IGI.
You will find him under Thomas Cavendish Curphey, bp 21 Sep 1845 at Jurby, s/o Ann
This indicates an illegitimacy.
The Father's name was probably Cavendish. There may be Court records around that time.
I would think that this is likely the Thomas who shows up in the UK in the later census.
Was there a second Ann Curphey who married a Thomas Cavendish in 1839 ?
There would appear to be several possible unmarried Ann Curpheys in the 1841 census to account for the illegitmacy.