In Margaret Murphy's account in The Heritage of Morgan County, Alabama:
Hugh McLain was of Scotch-Irish descent and, as such, his ancestors almost assuredly arrived in America at the port of Philadelphia and, during succeeding generations, made their way down the Great Wagon Road from Philadelphia through Lancaster County, through the Shenandoah Valley and, possibly, from there toward, most likely, the Carolinas, since his wife Elizabeth Morris was born there.
Hugh brought his wife and child(ren) to Alabama when Allen was a young child.