Hi again romangirl
I've had another look at the National Archives of Scotland online catalogue and I've found a second reference to your grandparents' divorce. This reference is dated 1946 and the details are:
Reference CS258/13138
Title Helen Stenhouse or Brennan v Martin Brennan (or Brannan): Divorce
Dates 1946
This is obviously 10 years on from the reference to the interim decree of divorce I found yesterday. I think it may be worth your while to go and view these documents or to get a copy sent to you as they may give give you some information regarding your grandfather's location in the 1930s and the 1940s. This is turn may help you narrow down a location for your grandfather's death.
With regard to him being listed as deceased on his youngest son's marriage certificate, bear in mind that this information was given by his son. It may be true or if his son had not seen or heard from him for some time, he may have, for whatever reason said he was deceased. I have several certificates where my ancestors have given information which has proved to be inaccurate. Sometimes this seemed to be down to a genuine mistaken belief but sometimes it was clearly a lie on their part.

Hope this information helps.

Regards,
HubbellGardiner