His place of birth has been listed as Canada, Missouri, and Massachusetts in various family trees and Find-A-Grave. I have yet to find a confirmed source for any of these places. The 1870 Census is the most commonly cited source, but it's not clear if the enumerator wrote "Ma" or "Mo" for the place of birth.
The 1860 US Census for Galveston lists a 15-year-old J McKee from Missouri. The enumerator here wrote "Mass" and "Mo," making it clear this person is from Missouri. His age of 15 in this census would be consistent with a DOB of 1846.
The 1922 death certificate for his daughter Clara McKee (Fay) lists her father's birthplace as Scotland.
1. Henrietta I MCKEE (ID:I1069), b. 19 Dec 1866, Galveston, Galveston County, Texas, USA , d. 13 Apr 1896, Galveston, Galveston County, Texas, USA (Age 29 years)
2. Andrew George MCKEE (ID:I1812), b. 10 Apr 1871, Galveston, Galveston County, Texas, USA , d. 25 Nov 1919, Galveston, Galveston County, Texas, USA (Age 48 years)
3. Clara Reynolds MCKEE (ID:I1813), b. 12 Nov 1876, Galveston, Galveston County, Texas, USA , d. 4 Apr 1922, Galveston, Galveston County, Texas, USA (Age 45 years)