You can buy sparkling wine in Montego Bay or Negril.
I prefer the selection in Mobay at Progressive Foods...their higher end brands are behind the front counter at customer service. Mega Mart in Mobay has a decent selection also.
In Negril...I would go to Hi Lo for wines & sparkling wines.

But, having said all that...I don't see the champagne brand you're looking for when I look through the distribution companies.
I think if you're looking for a specific sparkling wine (champagne in your case) I would definitely bring it with you. It'll also be much cheaper if you're coming from the US.