There are four spellings of the clan name which I think would all have sounded the same, and of which there are very few examples, though all appear in Ancestry.co.uk, namely M'Ilhaggi, McIlhage, M'Ilhage and McIlhagey. The first comes just once in the marriage of Eliza Ann to William Buchanan in the Apr-Jun Quarter of 1890 in the Antrim Registration District (ref. Vol. 1, page 1). Unbelievably it is also misspelled as M'Alkaggi!! As McIlhaggi I have already reported that they married at Connor Church of Ireland on 12th April that year. This was a late marriage when Eliza Ann was 41 and after she had had five children out of wedlock. She was the daughter of James McIlhaggo and Mary Ann (nee Gardiner).
The second reference is to the birth in Belfast of Mary on 22nd March 1867 to William Gibb and Mary (nee McIlhage). Mary was the third of their seven children. Interestingly they had married in Scotland. Mary may have returned 'home' to have her children, and I think one possibility is that she was the daughter of William Gage McIlhaggie/a and Mary Houston who as a couple migrated to Rutherglen in Scotland from County Antrim. (NB. the spelling McIlhage does occur once in the Irish phone books).
The third spelling, M'Ilhage, occurs once in the US school yearbooks for Illinois where a photo of Tim M'Ilhage can be found. I did not however access this as it would have meant subscribing to Ancestry.com. This was also the case for five of the six McIlhagey references, namely:
Andrea, in the US Public Records Index Vol. 1 of Michigan;
Napoleon J. in the 1901 Canada Census for Hamilton, Ontario;
Mary, in the 1901 Canada Census for Hamilton, Ontario;
Bell, in the 1901 Canada Census for Hamilton, Ontario;
Rena,in the 1901 Canada Census for Hamilton, Ontario.
This leaves one Irish Birth which is new to me, and in a place I don't recall another, of
Sean T, McIlhagey in the Jul-Sep Quarter of 1943, registered in Monaghan, Vol. 3, p.142 with the note that his mother's maiden name was Gillespie. I'm afraid there is no known marriage to me where a Gillespie married into the clan.