Hi Cileag
Not sure what more to suggest than what you have already done

Can't see anything for his birth/christening either.
There are no children's registrations for Donald and Mary pre 1855 and the start of official registration that I can see unfortunately.
Looking at all their children showing for them as born post 1855, a sad story there would seem to be there - 13 births show (14 including Alexander's) and yet only 3 living children looking at the censuses

There is one birth in 1855:
ANNIE MC ARTHUR Birth: 01 JUL 1855 Lochs, Ross And Cromarty
The first year of official registration and for one year only, the BMDs ran over two pages of the register. For births, it should include a lot more info on parents: when they married, often where they were from and how many children they already had (boys/girls, alive/deceased). One to look at if you haven't already.
Monica