Please read my post regarding the term "sept".http://boards.rootsweb.com/topics.ethnic.celtic.scottish.mac...
As to the reason that any name or family is associated with a clan, I offer the following. Generally speaking, an associated family might be known as a sept to a clan due to marriage to a clansmen/woman, living in the same area as the chief/clan, manrent, swearing of allegience to the Chief -- sometimes adopting the name as well. A Chieftainship was an elected position in times of olde and in modern time is an inherited position. The Chief was the patriarch or matriarch (some clans have female chiefs -- Hunter, for example) who took care of the needs of his clan -- supplied food, shelter,etc. In return, the members of the clan would stand by the Chief in time of war and inter-clan raiding. The Chief was never "above" the clan.
As to the precise reason that Hendry is listed as a Sept of MacNaughton, I am not familiar enough with your clan's history to begin to address that question. And truth be told, it is not always known precisely as the relationships have gone on for hundreds of years.
I might suggest that if you want to learn more, it may be of benefit to you to attend a Scottish games and gathering in your area and seek out the clan tent area. The Clan MacNaughton may or may not have a tent (and volunteer!) in attendance and may be able to provide you more solid leads. At minimum, you will experience what it is to be part of this larger Scottish family you have been blessed to be born into.
You will find a schedule for Scottish Games and Gatherings posted to the Scottish Information Society's site. Kevin McLachlan has worked diligently to make this the most comprehensive games listing on the Internet. Currently it includes all 50 US states and he is working toward adding Canadian events and more as time permits.
Lauren M. Boyd, FSA Scot
Scottish Information Societyhttp://www.scottishinfo.org