Thank you Neil, Ros, Giblet, Merlin, Leanne & Debra for your thoughts and replies. I will try to answer all your queries

It seems that there is confusion about names which is what I have found with just about every ancestor I have researched so it is nothing new to me

.
He is definitely Hugh McGRILLIS as according to his Convict Indent he had tattoos which said "INH HMC" and "Hugh MCGRILLIS 81(something that looks like a back to front '3') 6" plus a cross and a anchor. Heavens knows what the numbers mean?? Any ideas??
As you can see from various BDM records their names were also John McGILLIS/McGRELLIS/McGILLISS etc and Eliz(s)abeth KENNEY/KENNY/KINNEY. All my info and second names are have from certificates and records.
The death cert for John MCGRILLIS 1884 has the correct age and that he was born in Ireland so I feel quite sure I have the right guy especially considering that I think he was the only McGRILLIS in Qld at the time.
It is a good idea to contact South Rockhampton Cemetery to see if Elizabeth is buried there. Thanks for that thought. Common sense really but as it seems to happen with me, when I am in the thick of it, I tend to miss simple things that are staring me in the face. I suppose that is why people post queries to get others thoughts

The marriage cert for Hugh and Elizabeth states they both signed their name with an "X" so with them both being illiterate and an Irish accent, no wonder we are finding so many different spellings

It is interesting that Bridget was not a witness on her sisters marriage cert.
With regards to Bridget marrying John McCullough, the info seems to fit but I will search for a link to be sure.
Neil Todd could you please tell me where you found the info on Sarah McCullough "Sarah M Mccullough (1866 - 1877). Born in Goulburn, New South Wales, Australia on 1866 to John McCullough and Bridget Britelia Carroll. She passed away on 1877 in Goulburn, New South Wales, Australia." I cant find the exact info mentioning "Britelia Carrol" on NSW BDM. This could be the contributing factor in figuring if there are more than one marriage of a John McCullough and Bridget especially if "Carrol" is a surname.
Gee, I didn't realise that I posted about Hugh & Bridget back in 2007. Goes to show just how long these elusive ancestors of mind take to track down

Any more thoughts would be appreciated,
Many thanks,
Marg S