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How would I interpret this birth record for William Gracie?

Gracie John Miner in Dalry and Marion Townsend had their natural son named William. Born 31st May 1836 and baptized 9th December 1839. The mother being sponsor.

I know natural versus lawful is probably referring to William being illegitimate, but I am not sure how this interacts with the description of Marion being sponsor. And why such a large delay in being baptised?
I think I have Marion's death record in 1861 in Dalry, where she is described as single (this would agree with William's marriage record in 1867 to Esther Shannon, where she is described as deceased), but I can't find anything about John Gracie (he is probably alive in 1867 according to William's marriage record).

By my reckoning, searching phonetically on Henderson, and for first names starting with Els, I can't find anything that I think looks remotely likely in marriages or deaths. That's both in the OPR and SR records, and searching the whole of Scotland.


I have also started to see if I can find evidence of Elspet or Euphemia as witness in other family members weddings, but not so far. 

On 29th May 1814 Euphemia Henderson married Hugh Grieg in Pencaitland.  Her father is said to be Andrew Henderson, a shoemaker in Salton.  Euphemia and Hugh show up in all the census records, and from these you can deduce she was born circa 1789, and her death certificate says she is 83 in 1871. 


When I search for Euphemia's birth records I find Andrew Henderson a shoemaker in Salton, having children with May Torrance in the appropriate time frame, but there is no Euphemia among them.  The 1789 date is taken by Alexander, but in 1787 there is an Elspeth born. 


My question is how likely is it that Elspeth is Euphemia? The names seem to be quite separate, but how many Andrew Henderson shoemakers is a town like Salton likely to have in the 1780s?


To make things worse, Euphemia's death certificate says her father is George Henderson an agricultural laborer, but I am assuming this is just wrong, and the marriage record will be the correct one.

Thanks for this ongoing help! I am at work, so technically am not reading any of this, let alone replying, but I will be looking again tonight in 7 or 8 hours time. I love the way that so much has been filled in on son James, even down to a photo of him. Mary Middlemass I assume died in Trenton as well, but I can't find any trace of her either.  She doesn't seem to be in the same cemetery as daughter "Jeannie Melrose" (Jane Ballantyne Henderson). What a difficult family!