Have you followed up this reference?
Detail Source
Name: Miles McMillan
Arrival Year: 1785
Arrival Place: New Brunswick, Canada
Primary Immigrant: McMillan, Miles
Source Publication Code: 1640.13.40
Annotation: Most are date and place of mention in America; some are date and port of arrival. Name of regiment, military title, place of origin, date and/or place of birth, name of parent(s), place of settlement, reference to original sources, and other genealogical
Source Bibliography: DOBSON, DAVID. Scottish Soldiers in Colonial America, Part One and Part Two. Baltimore, MD: Clearfield Co., Inc., 1997. 62p.