Thanks again Barbara.
I know where James Gilmour/Julia Martin ended up from the certificates as follows:

1865 2 Jan Death cert Greenock Renfrew
James Thomas Watt Gilmour at 20, A?? street Greenock. 9 months parents James Watt Gilmour ship carpenter and Julia nee Martin.

1865 Birth cert. West parish of Greenock.
8 Oct 1865 Birth James Albert Gilmour at 10 Bruce St. Greenock son of James Watt Gilmour (ship carpenter) and Julia nee Martin married Jun 16 1863 Kirkmaughold Isle of Man.

1866 24 May death in the West Parish of Greenock Renfrew
At 10 Bruce Street Greenock Julia Gilmour 22 yrs. married to James Watt Gilmour Shipwright (journeyman). Parents Allen Martin (painter journeyman) and Christan Cannell. James Watt Gilmour widower present.
James Albert Gilmour was later adopted by a couple called Knox and lived in Glasgow.

I can find no further trace of James Watt Gilmour. It would appear that I have been following the wrong line in having James Gilmour/Ann Watterson as James Watt Gilmour parents.
Ah well back to the drawing board.