12 August 1802
Alexander had an interest in and managed a quarry in Brora, Scotland, owned by Richard Barton (or leased by him from the Duke of Sutherland). The stone was cut and shifted to London and used at St. Katherine's Docks.
Alexander and Richard were lifelong friends and both emigrated from Scotland to New Zealand on the “Oriental” in 1839. Richard settled in the Wairarapa district, near Wellington. Alexander and his wife, Janet, moved further south, to Otago, New Zealand in 1844 with Janet's sister, Isabella, and brother-in-law, John Anderson ♂.
In Otago, the Andersons moved further inland but the McKays stayed at Koputai in readiness to do business with other settlers, the survey staff or whalers. They opened the first public house at Koputai, now Port Chalmers, naming it the Surveyors' Arms.
Alexander claimed relationship with the Leveson-Gower family and also with Lord Reay, head of the McKay clan. Charles McKay was a cousin of his.