Lorraine,
If the name on the certificate
is GRAY, then I can think of at least two possible reasons why entering that as the maiden name gets no results - a) the name might have been mistranscribed in the index, or b) the maiden name might not have been entered into the SP index.
I note from another thread on these people, that someone kindly advised you that the only surviving records of marriages for Glamis (if that is where Thomas's parents were married) cover the dates from 1699-1715, and 1834-1854. See:
http://www.genuki.org.uk/big/sct/ANS/Glamis/index.htmlSo if that is where his parents were married, you will not find a record of the marriage.
I also note that the relevant IGI batch (C112892; 1677-1819) of baptisms in Glamis lists only the names of fathers - not mothers. There are a few other entries for MARTIN, father James MARTIN:
Agnes MARTINE, 16 May 1773
George MARTINE, 25 Mar 1778
Thomas MARTIN, 13 Mar 1790
Thomas MARTIN, 29 Mar 1790
Girsal MARTIN, 3 Sep 1791
John MARTIN, 7 Jun 1793
You would need to look at these OPR entries to see whether there are any clues to indicate whether there is more than one James MARTIN, or to explain the two Thomas MARTIN entries.
It is also necessary to bear in mind that, before the start of Statutory Registration in 1855, records can be very patchy and/or non-existent (i.e. the registers have not survived); and many parents did not have all, or even any, of their children baptized.
JAP