Definitely married in New Monkland in 1840, according to the Scotlandspeople index.
I have come across quite a few instances of Catholic marriages being recorded in the Church of Scotland parish records and I have to wonder if couples were encouraged to register with the "Established" parish church for reasons of legality? A check of the original entry in the New Monkland register should clear this up.
St Margaret's Catholic Parish, the "mother" parish of Lanarkshire, was founded in 1836. I have seen early records for St Margaret's, so they do exist.
If they wanted to be married by a Catholic clergyman then it would have been obligatory for them to have been married at the altar rails in the church, unless one or the other of them were not of the Catholic faith.