From the information that we have and from what Annette has found, I would guess something like the following scenario similar to that suggested by Annette:
Both Margaret and Allan are born in Scotland. They marry in January 1940. Margaret is only 17 at the time. Margaret and Allan have the first child R in 1941 in Scotland. It will be interesting to see if Allan is in the army when she is born.
Margaret at least is in London by the birth of her and Allan's second child in 1942, so at 19 she has two children probably under 18 months old. Remember as well that this is in the middle of World War 2 and that London wouldn't be the safest place to be, so perhaps she returned to Scotland for safety. For some reason she couldn't cope with both children and the Red Cross has the baby fostered out.
Allan disappears from the scene - probably not killed in the war but may have been reported missing, or maybe they were just too young and the marriage broke up.
She returns to London with her first child and meets Carl Colson, who was probably stationed in the UK during the war, having a child with him before marrying him and returning to the USA when he goes home.
It could be that her second child was removed from her custody for some reason and that is why she wasn't allowed to reclaim her and take her with them to the UK. Have you tried getting records from the Red Cross to find out what happened?
