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With one possible exception, those are all anglicizations of the Irish/Gaelic surname Mac Aoidh, meaning "son of Aodh". The Gaelic name Aodh came to be associated with the Anglo-Norman name Hugh, but Hugh is not a translation of the name Aodh. The surname exists in both Ireland and Scotland. In Ireland, it originated principally in Antrim, on the east coast of Ulster (where Island Magee is located), and for "native" Irish people in that area the usual anglicization was Magee. Since the time of the Plantation of Ulster (17th century), there have also been Scottish settlers bearing the name, though they usually anglicized it as MacGee or MacGhee. In either case, Antrim would be the best starting place for your search. There are also some (possibly unrelated) MacGee families of irish origin in northwest Ulster (Donegal and Derry).
The possible exception is the anglicized form MacGahee. There is another Gaelic surname in Ulster, Mac Eachaidh ("son of Eachaidh/Eochaidh"), which was sometimes anglicized as Mac Gahey (in Monahan) or Mac Caughey (in Tyrone). However, the variants used in your family look more like they come from the Antrim family.
It was not uncommon for variant anglicized forms of a surname to be used in the same family, especially when the people involved were Irish-speaking and may not have paid much attention to what the priests or officials were writing down as the anglicized forms.