Hello,
I know that convicts came to Australia from India and Canada and having a look at the WA convict ships I found that the Lord Dalhousie 1863 departed from Portland.
The list of ships has footnotes indicating thatthe MERCHANTMAN 1862 brought convicts from BERMUDA, so at least we know that some convicts came directly from Bermuda but perhaps not your convict.
http://www.convictcentral.com/index.html.
Have you been able to find him in prison in the 1861 census? Have you been able to check any manifest for ships transporting convicts to Bermuda? This may help uncover if he went to Bermuda, returned and was then transported to Australia.
From Access to the Archives:
http://www.nationalarchives.gov.uk/Convict Establishments, Bermuda and Gibraltar; Command Paper [2523] Parliamentary Archives, Records of the House of...]
These documents are held at: Parliamentary Archives
There are two other references which include convict and Bermuda but they are most probably not relveant. SO this is probably a good place to start if you are living in teh UK.
Regards
Robyn