Hi Catherine and welcome to the site,
I would agree with JMStrachan's post and have had a similar experience myself. I recently tracked down two missing gguncles (one to Australia and one to New Zealand) who vanished together from Ayrshire prior to WW1. There was a "family story" which had been passed down regarding these two brothers, but my research proved that the story was flawed and older family members had "disguised" the truth
So be prepared, just in case events deviate from the family story.
I would start by looking for Maggie's death exactly as suggested in the prior post. This could be costly on Scotlands People with the names of Margaret Wilson and Kennedy being very common. There are Scotlands People Centres, 3 I think, Edinburgh, Glasgow and Kilmarnock where all day access to the records costs £15, so that is something to consider.
Of course Maggie may not have died in Scotland. She could have gone to England, Ireland or abroad- although I don't know how easy it would have been to sail across Atlantic etc in 1916 being as it was slap bang in the middle of WW1.
You mention Maggie left 3 children. Did they all marry? It
might be worth looking at their marriage certs to see how Maggie is recorded (ie. deceased or not). Although not totally reliable, that could give you an idea if the family considered her dead or not when they married. Bear in mind Maggie's husband and the children might have had a better idea of Maggie's fate than was passed down through the next couple of generations.
Phew! Think I'll shut up now.
Best of luck with your research,
Looby