I'm going to take some calculated guesses here Alex until you are able to verify  

 This is the entry that you have for the family in 1861:
David McKenzie 34, police constable, b. Rossshire
Sarah McKenzie 33, b. Morayshire
John McKenzie 8, b. Aberdeenshire
John Ross 32, boarder
Donald Sutherland 21, boarder
Peter Ross 22, boarder
Address:James Court, Edinburgh Tolbooth
I wonder if this could be David and Sarah in 1851:
David MacKenzie 25, gen. lab., b. Creich, Sutherland 
Sarah MacKenzie 26, b. Forres
Infant (female) MacKenzie 5 Months, b. Forres
Agnes Dunbar 15, visitor, a wright's daughter, b. Forres
Address: 3 Long Row, Forres
Jumping about a bit here on the censuses now! So we have the family in 1851 with more specific birth places than those showing in 1861. You had the family in Edinburgh for 1861. This looks to be them in 1871:
David McKenzie 46, police constable, b. Kincardine, Rossshire 
Sarah McKenzie 46, b. Forres Morayshire
John McKenzie 18, Apprentice Crgenier (?spl), b. Alves
Alexander McKenzie 16, Apprentice Printer, b. Alves
Address: 6 Writers Court, Edinburgh St Giles
Monica