'My' John Mackley married Ann Richards in 1793 as John Coy Mackley of Freeby. His presumed parents (John Mackley & Mary Coy) had married in Freeby in 1764.
Freeby and Saxelbye appear to be about 8-miles apart on opposite sides of Melton Mowbray, so there's just this niggling doubt.
John Coy Mackley had to sell his farm and make an arrangement with his creditors in 1809 so its possible he was driven to theft in order to feed his family and went to somewhere he was less likely to be known, but I still don't feel confident enough to claim him as mine!
I haven't looked into it in detail, but there is a John MACKLEY and William MACKLEY noted as farmers of
Freeby in William WHITE's 1846 "History, gazetteer, and directory of Leicestershire and the small County of Rutland, together with the adjacent towns of Grantham & Stamford : comprising general surveys of both counties and separate historical, statistical & topographical descriptions of all their hundreds, towns, parishes "
Is this your man, or maybe a son?
I agree, though, the 1844 letter sounds like it will help identify the John MACKLEY convict.
Modified to add:
Sorry, looking at the reference again, I see it says that John and William MACKLEY were farmers at Welby, 5 miles from Freeby. Need to put my glasses on ...