Welcome to Clan Mackay USA! Your situation is not unique. The truth is, if you cannot trace your line back to a time before the Battle of Culloden with a place it may be very difficult to know for sure which clan society you should be associated with.
Often families had many sons, some of whom married outside of their original clans and took on the clan association of their spouses, which is why you will find a name listed in several clan rolls. The fact that the Neilsons are listed with the Macneils of Barra and the Gunns is no certainty of them being the clan from which your family sprung. Clan Mackay USA only requires that the name you site as an ancestor be listed in the Mackay rolls. We would be happy to receive you as a member. Check our home page for membership and geneology project information! We have a lot to offer! I hope you will consider us!
Since your family seems to have settled in the Glasgow area and you have some certainty of that, a reputable Scottish Genealogist with access to all the parish records could take you back even further. My mother used the Scots Ancestral Society http://www.scotsancestry.co.uk/ who traced us back to the early 1700's where they could no longer find a record of the family. A gentleman from Clan Mackay Scotland suggested that I search the records in Kirkcudbrightshire where there is a concentration of Mother's maiden name, Mackie; it is an ongoing search!