I have checked my Murray lineage in Ecclefechan, and it does not fit. There were half a dozen Murray families there in the 19th century. Ecclefechan grew suddenly in the early 19th century by a mix of processes which brought people in from outside. This included squatters/gypsies/displaced people from other areas, a feature of Ecclefechan to this day, agricultural labourers and small farmers. My Murray ancestors moved there c1800 from nearby Cummertrees, as farmers or in related occupations. Murrays in Dumfriesshire are fairly common along the Solway shore from Ruthven to Annan, so you might be looking at a Murray lineage that moved into Ecclefechan from one of the southern neighbours.
One solution would be to contact Dumfries & Galloway Libraries for the monumental inscriptions from Hoddom Churchyard: I've transcribed my own Murray ancestors from the graveyard but started with the printed MIs.
The problem with marriage records could be accounted for either due to their being nonconformists - one of the small seceder churches, or that they moved out of Hoddom parish at some point. If you have any clues as to family occupation that might help.
If the 1841 Census is any help, I found two Janet Murrays that could fit, but this is scribbled notes taken from the microfilm while searching for my own tree:
Samuel Murray dealer in eggs 40, Agnes 18, Richard 12, James 14, Janet 11
John Murray, labourer on roads, 40 , Janet 38 (my notes unclear), John 20, Robert 15 and James 12 all cotton bleach field workers, Catherine 17, Janet 9, Margaret 5, Isabella 2.
