Hi,
I've been working on and off for some years on the Gavin Milligan who married Mary McCoskry family and have never been able to find Mary's parentage. Her age varies in the census and she seems to have been born 1804-1807.
I'm interested that Marjorie says that she descends from Samuel.Do you have a record of her birth or parentage somehow ?
Although many of her children with Gavin were born in Kelton, she gave her birthplace as Twynholme.
This sent me to parish registers where I found the following entries for Twynholm:
1782 Nathaniel son Alan McCoskre Twynholm
1784 Samuel son Alan McCoskre Twynholm
1786 Busby son Alan McCoskre Twynholm
1796 Alan son Alan McCoskre Twynholm
Sadly the records for later seem to have been absent.
So these christian names seem to tie across to the ones which you have all found and I offer them in case it helps.
cheers