1861 census gives some different birth dates and places from your opening post.
https://www.freecen.org.uk/search_records/5a141a8ff4040b9d6e02e863/alexr-graham-1861-argyllshire-lochgilphead-1778-?locale=en
Lorn(e) is an area, not a parish. The parish of Kilninver and Kilmelfort is in Lorn(e), and Melford/Melfort is, not surprisingly, in the parish of Kilmelfort.
Is there some records that have not been released?
In practical terms, in relation to this specific query, and barring errors or omissions, no.
Basically, all the records held by Scotland's People, and all the records held by the Scottish Catholic archives, are available on the Scotland's People web site. There are some religious denominations who hold their own records and have not (yet?) agreed to make them available on the SP web site - for example the Scottish Episcopal Church, Methodist, Congregational, Baptist, Quakers, a few minor sects, and non-Christian religions.
However the Statistical Account of Kilninver and Kilmelfort
https://stataccscot.ed.ac.uk/static/statacc/dist/parish/Argyle/Kilninver%20and%20Kilmelfort does not mention any denomination other than the Church of Scotland being active in the parish, and the New Statistical Account says that there are a few Dissenters, but no chapel. So it would be fruitless to hope that a missing register is lurking somewhere.
The reasons why baptism and marriage records have not survived are mostly to do with omission, for example
- the parents neglected to get the child baptised
- the minister forgot to tell the session clerk
- the session clerk omitted to write the information in the register
I have read somewhere that 30% of baptisms are missing from the surviving records in the early 19th century. In my own tree I have 1055 people born in Scotland between 1820 and 1830; of these there are 262 for whom I have yet to find a baptism record. That's about one in four. And the further back you go, the more records are missing. Between 1770 and 1780, for example, a third of my baptisms are missing, and between 1720 and 1730 it's almost exactly half.