Hi Rose
You won't find any birth records on line on SP for son Murdo, cut-off for births is currently 1906.
In respect of Finlay's marriage, there are two coming up between 1905-1931 (1931 is the cut-off for marriages on line at SP):
1. 1919 MCSWAN FINALY and MACKINNON ANNIE @ ST ROLLOX GLASGOW CITY/LANARK 644/08 0201
2. 1908 MCSWAN FINLAY and MCLACHLAN SARAH @ MUCKAIRN /ARGYLL 529/00 0001
I used a wildcard * for Finlay (Fin*) and as you can see No.1 is indexed as Finaly. Hopefully, if you know wife's name, one of the above will be the correct Finlay's MC.
Regards.
Monica