Very interesting. Everyone had wondered where the Milroy came from. My other Scottish family, even though they were scattered over Scotland, England and Australia, still managed to give their children names from people who married into the family, even whole names sometimes, not just surnames and I'm assuming that's how the Milroy got there!
Fascinating that James Milroy, tea dealer, that you found!
The names make so much sense when you outline it the way you have done. Jenet (so pretty) just another version of Janet.
One thing that now puzzles me, do you think the parents would register William James Milroy McKnoe and sister Jessie's births in Scotland as well as in Devon? Because it seems to be what happened.