Well, obviously the plot thickens!
The fact that Mary Bell uses her own name in the 1841 census may indicate they didn't marry, but could equally indicate that she is a widow. Women in Scotland don't necessarily use their husband's names, some not at all, some only during the time of the marriage and revert to 'themselves' on widowhood.
You say that her son Jame McKnight is staying with another family. What can you tell us about him? Marriage / death date, approx birth date etc. I know you will have all of this already, but for anyone coming in at this point trying to help we may need to come forward a bit in order to work backwards (if that makes sense)
What about Mary / Jamesjnr in the 1851 census on? Mary's death certificate may well give details of her marriages, no guarantees but certainly my own gr.gr.grandmother's gave the names of both her husbands.
p.s. can you give me a reference or more detail of Mary, where she is, approx age etc, in 1841? I just took a look and the list is about a page long