Thank you Forfarian for that information about records, it's clarified plenty. Unfortunately the John Lindsay's referenced in Memorials of Sanquhar Churchyard have no dates attached - and obviously at the moment we can't go and visit.
I haven't found a death for Grizzel/Grace, or John - so no parents names, and so far no middle names of children to indicate the maiden name of mother or grandmother. No trace on the 1861 census.
I am aware that there are lots of people on Ancestry who have a John Lindsay born 1791 to an Andrew Lindsay and Janet Lamb - he could be ours - or not. There is only circumstantial evidence, not firm proof, that it could be him.
Thank you all for your help - I will keep looking.