Hi,
Surprisingly, there's only one McNaughton birth in the 1785-1815 batch for Haddington! It's for an Alison in 1810, but her parents are Alexander McNaughton and Jean Purves.
Not sure if you are aware, but
FreeCen has 100% coverage for East Lothian in the 1841, 1851 and 1861 censuses. There is a possible couple for your James here;
1841 Residence: Poldrate, Haddington, East Lothian
James McNaughton, m, 57, ag lab, born out of county
Elizabeth ", f, 60, -, East Lothian
Next door to this couple are Thomas McNaughton (possible son?) and family. In 1851, James is lodging with the Troup family in Bolton, East Lothian. He's aged 70, an ag. lab., and gives his birthplace as Dunkeld, Perthshire.
Hope this helps.
hume24