In answer to Merlin first:
1. James Davidson had no siblings that I have been able to find in Laurencekirk (James was christened 15 Nov 1800 Laurencekirk - obviously a premature birth - refer 3. below).
2. His parents were George Davidson and Isabella Croll who can be found in 1841 scottish census living together (by themselves) in West Aberdeen and again in 1851 in Brechin with their New South Wales born grand daughter Mary Jane.
3. I have George Davidson's scottish death register in 1855 - (very detailed, love the Scots!) lists his wife (Isabel nee Croll) as deceased (1853) and son James deceased (1852) age 51, also lists that George had been living in Aberdeenshire for 55 years so am assuming that, not long after James birth, the family moved to Aberdeenshire. George was born 1768 and Isabella (nee croll) in 1780, both in Scotland. George & Isabella were married Jun 1800 Laurencekirk.
And answers, responses to majm
I am keeping JD ex Mistrel on the horizon don't you worry. I keep them all until definitely scrubbed. Am not sure though - info you have found doesn't add up to being my guy: wrong birth place, wrong trade. My problem is with the dates for the Minstrel suspect. I can't find a death for a James Davidson in OZ between T o L 1854 and 1856.
My James was definitely dead by 1856 (as listed by daughters when they returned to Aus)
If I have his parents correct (which I believe I have, based on 1851 scottish census where Mary Jane Davidson, grand daughter born in NSW, living with them and sister Jessie living and working just round the corner) then informant for father reckons son James is dead in 1852.
My premise for the girls returning to OZ on the Commodore Perry in 1856 is: father dies 1852 (where is unknown), grandma dies 1853, grandpa dies 1855, no close family in Scotland, mother still in Sydney so that is where they head. Mum is listed as paying the "bounty" (not sure if that is what it called) by the way.
I have looked into the James Davidson Jnr previously. He had a father, also James Davidson and there was another chap that they teamed up with to buy land for much of 1830s and early 1840s (found on trove). This does not work with what I believe/think I know.
To tell the truth, I have been eyeing off a James Davidson who was a clerk working for a firm called Hughes & Hosking in Sydney. There are a number of mentions of this clerk James Davidson on trove from about 1838 until 1845 - particularly in the supreme court where this chap is a witness. It is quite interesting to follow as in the depression of 1843 Hughes & Hosking became insolvent and brought down the Bank of Australia. This James Davidson also gave money to "erect in the south end of Sydney, a Presbyterian Church, in connexion (sic) with the Established Church of Scotland" ..... (as an aside).
If this is my James Davidson it could well explain why he grabbed the kids and took them back to Scotland after the trial ..... he wouldn't have been the most popular bloke.
Although, as you point out majm - the girls could well have gone back to Scotland by themselves. Scary! This info is going to change the way I am viewing the situation - I will need to reassess.
Another bit of information that maybe important - the "wife" of James Davidson and mother of his children had 2 further illegitimate children with Judge James Donnithorne in 1841 and 1845 (all mentioned in Donnithorne's will), followed by a marriage to another bloke (Samuel Jones) in 1847 (with further children in 1847, 1850 & 1854).
This could suggest that James was a single parent from at least 1847 (possibly from 1841). Which led me to think he took the girls back to his mum and dad. But maybe he just sent them back.
Its quite a complicated story from 1841 onwards but that story does not seem to provide me with the clues to help me establish:
when, before 1835, James Davidson arrived in OZ?
Apologies for rambling on and thank you for your interest and help. I probably need to do a "dot point" timeline/bc/mc/dc summary, easier than reading through my scrambled thoughts.