I wasn’t sure either, even though I’m from the Maritimes. I’ve always referred to the location as Baie Sainte-Marie or St. Mary’s Bay. So I wrote to the municipality of Clare and this is what they answered. « The municipality of Clare is a grouping of about thirty villages and the official name of the municipality. Baie Sainte-Marie is an informal name for the region derived from its proximity to the body of water bearing the same name.». I would suggest using, as much as possible, the name of the village if available, or Clare if not available. But if all the official records of a person say Baie Sainte-Marie or St. Mary’s Bay, I wouldn’t hesitate using that, and always add Colony of Nova Scotia before 1867 (without Canada), as mentioned by Cindy Cooper in her post.