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Oh goodness. Thank you Rosie. OK, this gets even worse. Here are the GRO results for the children ....

Daughter Catherine age 10 in 1851  - her mother's maiden name was DRYDEN, from the GRO site
MACDONALD, CATHERINE        DRYDEN   
GRO Reference: 1840  J Quarter in DURHAM AND LANCHESTER  Volume 24  Page 86

DONALD, JAMES  EDWARD      DIMOND      Order
GRO Reference: 1843  J Quarter in STOCKTON AND SEDGEFIELD  Volume 24  Page 271

MACDONALD, ROBERT        DIAMOND      Order
GRO Reference: 1845  J Quarter in STOCKTON AND SEDGEFIELD  Volume 24  Page 263

MCDONALD, WILLIAM        MONGHUN        Order
GRO Reference: 1847  J Quarter in STOCKTON AND SEDGEFIELD  Volume 24  Page 283

I now have absolutely no idea what I am looking for. Thank you all for your help anyway. What a nightmare.

Thank you so much for the help! I posted a request in the Census lookups, and I received a lot more information, which was wonderful. Several people found my McDonald family in the censuses in Durham, and it has come to light that Catherine's maiden name was Dryden. So I now know that I am looking for the marriage of a Peter McDonald and Catherine Dryden. Their eldest child, Peter, was 14 in the 1841 census, so I would assume the marriage must have taken place around 1825. But still no information as to where it took place! In the 1841 census Peter and Catherine named their birthplace as Scotland, in the 1851 census they changed it to Ireland, and in 1861 Peter (now widowed) names his birthplace as Scotland again. Confusion.
Many thanks for all the help! Jennie

Oh my goodness!!! Thank you all so, soooo much!! This is absolutely amazing!! Until today, I had only found Isabella and her family in the 1851 census and I had no knowledge of her family. And now look at all this!! You have all worked wonders, and I am so grateful. Thanks a million!!   

I am just wondering if anyone could help me, please, with a lookup for my ancestors in Durham? I have only found them in the 1851 census - I cannot find them before or after that, although I know they were there because their children's births - and their deaths - were registered in Stockton between 1838 and 1865. This is the info I have from the 1851 census:

Peter Macdonald    Head    M    48    Ireland
Catherine Macdonald    Wife    F    43    Ireland
Agnes Macdonald    Daughter    F    19    Scotland
John Thos Macdonald    Son    M    17    Scotland
Isabella Macdonald    Daughter    F    13    Scotland
Cathrine Macdonald    Daughter    F    10    Bartley, Durham
James Macdonald    Son    M    7    Middlesbro, Yorkshire
Robert Macdonald    Son    M    5    Middlesbro, Yorkshire
William Macdonald    Son    M    3    Middlesbro, Yorkshire

Sometimes the surname is spelled McDonald. Isabella was my great-grandmother, and, although she was born in Glasgow, Scotland, I have just discovered, from this census, that her parents Peter and Catherine, were born in Ireland! No wonder I could not find their marriage! I've been hunting for them in Scotland for years! I had always believed Isabella was Scottish. I was just wondering if anyone can find the family for me in any of the other censuses, as I would love to be able to knock down this brick wall.

Many many thanks in advance.
Jennie