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Thanks so much for your suggestion.
Yes, I found the SP Death Certificate.  Burial still unknown however. Regards, KT

That's really interesting. So lucky for you to get some answers in such a complicated family background.
Excellent advice. Yes, I will enter with the individual spelling options rather than asking the system to find them for me.

By the way, to Annie and earlier responses, I have been on Scotlands People today and found no reference to Marion Pennycook being a witness to any wedding, death etc.
On that note, who is usually a witness to a birth? Brothers, fathers or friends perhaps. Either way, it always seems to be a male. There were a couple of names unknown to me, so perhaps family friends?

Thanks for your response Annie.
Marion Pennycook married James Hamilton at St.Cuthberts, Newbattle in July 1851.
I only have the Bann for the marriage, so no other names or witnesses.
I am using the word "raised" her because I can find no record of a birth or baptism. I can find birth records of her siblings on Scotlands People. (Thomas & Janet, twins, Chirstie, Helen etc)
On Census records, yes, she is listed as Daughter.
I will check the marriage certificates of siblings to see whether Marion is a witness. But, even if she wasn't a "birth sibling" she could still be named.
The reason I am questioning her birth is that with both Ancestry & MyHeritage DNA subscriptions, I would have expected that the name Pennycook would have appeared in one of the many thousands of DNA matches. But, as you said, the more people who test, perhaps the name will eventually appear.   
Marion's Death Certificate confirms her parents (whether birth or not) were James Pennycook and Helen Porteous.    I am still relatively new to genealogy so am still learning what is and what is not available.  As I said, I truly appreciate any suggestions.  One query, why would all the siblings be available on SP and not Marion's ? Regards.

My GrGrGrandmother Marion Pennycook (James Pennycook/Helen Porteous raised her) born around 1823 in Cockpen, however no birth record can be found. I have done my DNA on MyHeritage and Ancestry and have no connections to either family name. However, I do have DNA connections to Edward McGill Neilson/Catherine Banks (B 1793) from the Invernesk area. They were coalminers and I have no surname connections that I can trace, only DNA. It seems that James Pennycook was a coalminer at some time. Could this be where Marion came from? She had other siblings but is "first born" and I can locate some records for the other children, but not Marion. I would appreciate any thoughts.

My unknown is his birth, but good point about him being possibly illegitimate. I'm still new to Rootschat, so it may also be the answer to my major query and that is the birth of his wife Marion Pennycook who is a mystery. Maybe they were both illegitimate and thus, no birth records.  (I think she had 7 siblings with birth records available, but not hers) Parents James Pennycook and Helen Porteous.
Thanks for those suggestions.