If you are certain of the spelling as: McCOLLEY, The first settler was Robert Watson McColley (d. 13 Dec 1811, Cool Spring,Sussex,DE) He arrived at Lewes, Sussex, DE. probably from Dunbarton, Cardross,Scotland. He and his wife, Anthaliner, had many children who scattered around the country - Indiana, Ohio, Pennsylvania. Many in Philadelphia,PA. Male given names are: John, Eli,Robert Watson, Joshua,Purnell, and Abraham Outten.