Russ, as I understand it, a Sept family was a client family to the Clan Chief, in the old Clan system. So, while there may have been a group of Finleys in Clan Chattan, which is itself a *group* of allied clans, that would not mean that ALL Finleys would have been.
Clans are not families, and are not the same as surnames, either. They were more like war-bands who held a particular territory, in the days before surnames were fixed. In these modern days, in most Clans, there is no need to prove your right to belong by descent. Once you have done your research, and are satisfied that you want to align yourself with a group, they will be glad to welcome you to their ranks.
Some Clan organizations have Clan Genealogists, who will assist you in your genealogical research, if that is your desire. Welcome to the wonderful, bewildering world of historical research in Highland Scotland.