Hi robinislander,
I had a search on the National Archives of Scotland,
http://www.nas.gov.uk/onlineCatalogue/, and I have found the dates of his first 2 divorces.
He divorced Janet S Kelly or Watt or Groves in 1939.
He divorced Jean P Douglas or Groves in 1957
These records are available at the NAS. It brings into question the 3rd marriage, if it went ahead it may have been bigamous.
Tom
PS I have checked on SP and the 3rd marriage did take place, possibly at Haymarket Registry Office, Edinburgh in 1944.
PPS I have just noticed that his second marriage may have been bigamous as well.