I spent more than 30 years looking for Donaldson in Scotland in 1841 when he was 15 ish. I gave up in the end, then had a go at FindMyPast and found it earlier this year.
When I try Scotlands People on line however it fails to show up, but I also had the name of the family where he was working and he is recorded as born in Scotland - even though he is still living in the town of his birth, so was able to print off a copy.
Obviously the head of house ( who was Chamberlain Steward to Duke of Buccleugh) could not be bothered to find out details of their staff as all servants were born in Scotland.
I have also found my own great grandparents recorded as Keary - it was Vicary.
I also recommend using other family members as others have suggested. I couldn't find my grandparents in 1911, but tried my uncle's name, he was 2 at the time, and got it straight away.
Moral being: keep looking and try wild cards etc whenever possible