I would presume it was in 1807, but it could have been earlier (or later) than that. "The Horizon" was in England as early as 1801.
Note the Barely legible "McClure" as Co-Owner under "Mackler".
What you need to understand was Britain and France were at war during this time period and that there was rampant forgery of documents going on, especially as regards British Subjects attempting to pass themselves off as American citizens.
And really there are so many examples of this that I could go on and on about them.
Suffice it to say, Diplomatic Staff in other countries were very leery of accepting any documents from London, so it is no Surprise that John Armstrong was suspicious of James McClure's claimed citizenship. McClure was known to be shipping material for British Merchants, a big no-no at this point in time. I believe at one point American Diplomatic staff was ORDERED to clamp down on people claiming American citizenship and who were not.
Armstrong simply invoked the desired scrutiny of James McClure's citizenship and decided he wasn't a citizen because his father didn't naturalize until AFTER he was born. There was no need for such scrutiny in London because no French man was going to pass himself off as either a Brit or an American, so they had no need to worry about what citizenship people claimed while in London, but in France however, it was a real problem.
The point remains, once the facts were known, Armstrong asserted McClure's citizenship was in question because of his father's naturalization occurring AFTER he was born, and Madison was informed of the situation and did not countermand Armstrong's decision.
And let me assure you on one particular point. James Madison knew very well who was James McClure. It was no mistake or oversight on Madison's part to leave him there in French Custody. I would like to tell you more, but I don't want to spill the beans on this story just yet. I will tell you this. There is a LOT more to this story than meets the eye.
By the way, McClure didn't come back to the United States.