Hi
I don't know of the site you are enquiring about, but Google Books has a full view of the New Statistical Account of Scotland Volume V which includes Roxburghshire, and gives information about each parish as it was in 1834.
Rutherfurd's Southern Counties Register and Directory was published in 1866 and gives the names of individuals as well as general information. (I have it, if there is something specific you wish to look up.)
Regards,
Lesley