Thank you for the helpful replies. Certainly helps fill in the background, and raises some more questions. Would there be a list of soldiers in the Scottish regiment involved in the Napoleonic War? And if so, where? And where would Court Martial records be kept? William Henry's was on the 21st January, 1835. His sentence... 14 years and some sources also add, 200 lashes. I assume if this is correct, the lashes would have been administered in the next six months before he set sail for the land downunder!
Just for the record, WHMcG ended up a shepherd for some time... and during that time, in 1859, as a free man in fact, sent in a Petition to the NSW Colonial Government claiming the success of the candidate in the election for New England was based on fraudulent voting- multiple voting in fact. His petition failed but next election the candidate moved on to another electorate. WHMcG also ended up buying 170 acres (68ha) of land (sheep farming) near Armidale in NSW.