General Notes

He was fined and deported to America for being a Covenanter in 1685.

From Lysell/McIlvaney Families at Ancestry.com:
"Bette Jo Caldwell shows the following report on her web page.  Her sources are listed at the end of this report. "Robert married Neilson.  He was deported in 1685 with three sons.  He left America on his return in 1689 and was delayed in France.  He reached his home October 31,1691.  He was restored to his property and title, which by this time must have been Lord, as we find him in the House of Lords."
"In 1696 we find him, with others, on a jury to try one Elizabeth McCowan and a Mary Miller for witchcraft.  The verdict is not shown in the account.  His three sons stayed in America.  His sons were William, who was killed by the Indians; Robert, married Elizabeth Ewing; the other son's name is forgotten and lost, but traditions say he went to the Carolinas." - Norman G. MCCLELLAND FAMILY HISTORY." 
"According to CLAN MACCLELLAN, Robert returned to Scotland in 1689 with a 12 year old son, probably Robert, Jr. McClelland, Raymond and John."
"Robert arrived on the Henry and Francis on New Castle in 1685.  He sold land in 1688 and 1689." - FIRST SETTLERS OF YE PLANTATIONS OF PISCATAWAY AND WOODBRIDGE, OLDE EAST NEW JERSEY.

I believe the "forgotten and lost" son was Nicholas or possibly Nicholas' father.  CNW

"Bonnie Lacey writes: "Robert McClelland was Laird of Barmaghan, which lies to the southwest of Kirkcudbright.  He fought at Pentland, 28 Nov 1666.  He was an active Covenanter and for his participation in the uprisings of Rullion Green, Drumsclog and Bothwell Bridge, was banished in the Autumn of 1685 to America.  He settled with three of his children at Woodbridge, NJ in 1688 or 1689.  Je returned to Scotland with one son, leaving a daughter who married in NJ and a son (some think his name was Robert) who settled in Hopewell Twp, Hunterdon Co, NJ."

"Bonnie Lacey shows Thomas as a son of Robert McClellan and Marie Kirkco. This Thomas is listed as the father of the Robert McClellan that married Elizabeth Ewing and shows a birthdate for him of 1691."

"It was the practice to commit dissenters, those who refused to take an Oath of Allegiance, to be imprisoned but there were so many that a policy evolved whereby Covenanters could emigrate to the American colonies. If, however, they were convicted they were sent as slaves. A Scottish laird by the name of Scott was allowed to select a party of about 100 prisoners to take with him to New Jersey. He was required to land the party in America before September 1686. To this purpose Scott chartered a 350 ton ship, armed with 20 cannon, called the "Henry and Francis" captained by Richard Hutton.

There were other emigrants who were required to pay £5 passage money but they could alternatively be indentured servants for four years after which they would receive 25 acres of land. The ship set sail on September 5, 1685, from Leith and made landfall at Perth Amboy, New Jersey, in December. It was a traumatic journey with the ship suffering leaks, shortages of food and water, as well as fever. Of the 125 that set out some 31 of their number died, including Scott and his wife. During the voyage, Scott's son-in-law (named Johnstone) had urged the prisoners to accept a four year servitude so that the costs of the venture could be recovered, which the prisoners resisted. The ship's master wanted to sail for Jamacia or Virginia since a better price would be obtained in either place for the prisoners. Perhaps it was Divine Providence intervening for these Covenanters, but a change of wind forced the ship into New Jersey as originally planned.

Although Johnstone sought to recover costs in the courts, which could have resulted in the imprisonment or slavery of the emigrants, they were cleared of charges because they had not come voluntarily nor had they entered into any agreements. Thus this party were scattered throughout Pennsylvania, New York and Connecticut succeeding where their earlier compatriots had failed."