On the third day, they struck gold again, and then repeated the trick on day four. By the end of the fifth day of the competition, Scotland's swimmers had stood on top of the podium six times.
It was the most productive single-sport haul in the history of Scotland's participation in the Commonwealth Games, and it was a heist, one that left everybody in Melbourne open-mouthed and everybody back home scrutinising their remote controls to see if they had wandered onto the Movie Channel.
Gregor Tait, sipping a mocha in central Glasgow, remembers it fondly, of course, but perhaps not quite as fondly as you might think.
This was Australia's Games, and Australia guards its reputation as a swimming powerhouse like its monarch protects her crown jewels. Australia's male swimmers only won three gold medals at the 2006 Games, only one of them going to an individual. Tait and Carry beat them at their own game, double-handedly. And as for McClatchey…
"Never in history had one sport won six golds for Scotland," purrs Tait, now an Australian citizen who lives on the Gold Coast with his wife, the 2004 Olympic relay gold medallist Alice Mills. "But I don't feel like we did it to Australia. I feel like we did it for Scotland - it just happened that they were behind us. To be fair to the Australians, in Caitlin's events, yes, they were supposed to win. In mine and David's events, the Australian men's team were a lot weaker then.
"I think they were in the old clichéd transition phase," he adds, referring indirectly to the fact the great Ian Thorpe had withdrawn from the Games weeks before they began, leaving Grant Hackett to lead a team of unproven colts.
"Obviously, I quite like to dig it to the Aussies, but now that I am an Aussie I probably shouldn't do it quite as much. But for Caitlin, yes, because Libby Trickett [then Lenton] was supposed to win that 200 freestyle and somebody else was meant to win the 400. But for me and Dave, there weren't Australian entries in our events who were expected to win.
"Don't get me wrong, it was unbelievable to have beaten Aussies on Aussie soil, but maybe it would be quite harsh to say we stuck it to them."
Regardless of the relative strengths of those Australians, who will, one assumes, take plenty of revenge between tomorrow and Tuesday at Tollcross Park, it was still an audacious coup for three Scots to win two titles apiece.
The racing was hardly slow - McClatchey's winning time in the 200m freestyle, Tait's in the 200m backstroke and Carry's in the medley were all Games records - and the depth of talent was unambiguous. Euan Dale, it is often forgotten, won silver behind Carry in the 400m medley and Kirsty Balfour was only beaten to breaststroke gold by the extraordinary Leisel Jones.
More miraculous still is the fact that Tait, based at the time in Cardiff, Carry (Stockport) and McClatchey (Loughborough) were not athletes who had been cultivated by any coherent Scottish investment strategy like that which exists today. Consider, too, that neither Tait nor Carry would ever win long-course individual medals at Olympic, World or European level and McClatchey now comes into her third Games in Glasgow having won nothing at her second one. She has two World Championship medals in her possession but she has never found a way to reprise the supremacy she enjoyed in Melbourne.
It truly was a beautiful freak of a week.
"I didn't appreciate it at the time," admits Tait, who is here working as an ambassador for Red Sky Management.
"It has been proved to me in the last week or so that I've been back, that people still hold in very high regard what we did.
"We were all from different places, doing different things, and if we are honest probably none of us thought we would win two gold medals. I think that first day, when Caitlin and Dave won, was such an eye-opener that everybody wanted to get on the bandwagon. It was a snowball effect. But it's funny because even at the time, people were saying to me 'you're a double gold medallist' and my attitude was 'yes, but two other members of my team have done it, and at least two members of the English team have done it'.
"At any other meet, you would have been out on your own but it was ridiculous how many people stood up."
Good Scottish swimmers have kept on standing up since Tait sat down. Hannah Miley, who won European gold the same year, and Robbie Renwick kept the gold rush going in 2010 and Michael Jamieson trumped the lot of them with Olympic silver in the 200m breaststroke in London.
Tait spent two days last week in Aberdeen with a clutch of Team Scotland swimmers, and pronounced himself "astounded at how fast some of these kids can go. There are some of them who don't realise how good they are, but that's a really refreshing thing". But what separates Jamieson from Tait, McClatchey, Carry, Miley and Renwick? They have all graced Olympic finals but only one of them has climbed the greatest podium. No matter how many times one of ours beats one of Australia's at Tollcross, it will be enormously difficult for any of them to convert a top-10 world ranking into glory in Rio.
"I guess that's something that we'll never, ever know, purely because there's no way to test that," says Tait. "I like to think that I did everything I could. I believe that Hannah, Robbie and Michael are doing everything they can. But at the end of the day, you can't do anything about the guy next to you.
"It's something that Alice, my wife, is asked about the 2004 Olympics: why were you that much better than the other teams on that day? I suppose that's why people do sport, because there is still that element of the unknown."