Hi Warble,
I have had a look through my pre-1841 records. The only record I have of an Alexander Donald in Elgin is an apprentice to Joseph Wilson, square right, in 1780.
I do, however, have an Alexander Donald, born 1791 in Keith, Banffshire, married Isobel Forsyth in Keith 1825. Alexander was the third son of William Donald and Anne Thomson, who were married in 1780 in Keith. I haven't succeeded getting any further back, but I do have this Alexander's brothers and sisters. I also have Alexander and Isobel's children (Isobel, Ann, Margaret, Jessie, Helen, Peter Duncan, John and William). If this sounds like your couple, send me a private message and I can provide you with all the information I have.
Best regards,
Iain.