I know it can be difficult following someone else's reasoning on the monitor. That's why cosmac did the same searches for herself, and followed some of the people through to later censuses, to confirm the relationships among all these Lockharts. (For instance, the husband of Mary Lockhart Dow, George Dow -- I identified that marriage in Scotland and the baptism of their children in Newfoundland -- appears in a later census with the mother of Mary Lockhart Dow, Margaret Henderson Lockhart Cloyde.)
It's an intricate multi-dimensional web.
It might help for you to go through the whole thread carefully, disregarding all the irrelevancies like the Lockharts in Lanark County Ontario, and just make a chart of all the Lockhart children who are in Rensselaer County circa 1850 (plus William in Buffalo) and see how their paths intertwine up to then and after that.
Just put the Margaret Henderson + William Lockhart marriage at the top -- look it up at familysearch to see it there, to start.
Make a column for each person -- nothing is known about the father after the 1811 marriage so you could leave him out for now -- the mother and each child, and one for your Ellen at the end, and a row for each decade from 1810 to 1910. (The 1850-1859 row would cover the 1850 census and marriages/baptisms in that decade, for example.)
Enter the known facts for each person in the box for each decade under their name.
- where and when they were born, according to the censuses
- where they were in each census and with whom
- where and when and whom they married
- where and when their children were baptised and what their names were
- where their children were living and with whom in each census
- where and when they died, for those for whom that has been determined (and the death details, e.g. place of birth, parents' names)
All of the Lockharts - mother Margaret on the left and all her children in the columns to her right - will show overlaps throughout the chart. Your Ellen will be down the far side not apparently overlapping except for her presence in Rensselaer County around 1840 (when we don't have hard facts about where the Lockhart family in question was) - but with parallel dates and matching children's names.
(It's also a reasonable possibility that your Ellen was a cousin of all these Lockharts -- e.g. that her father was a brother of William Lockhart who married Margaret Henderson, the parents of the Lockharts in Rensselaer County (and later in Tennessee, Chicago and New Orleans) -- or that she was the widowed wife of another child of the family whose only family on this continent was her in-laws in Rensselaer County. Just to mention other possible hypotheses.)
I really think that would help to do that -- to chart it all out.
It would probably also be a good idea to take out a short-term or free trial membership at a site where you can consult the US censuses for all years and look up all the people in question yourself, once you have the chart showing where they are known, so far, to have been, and get all the details about where they all were and who was with each of them.
Kinesthetic learning -- there's no substitute for doing it one's self, for getting it to stick!