Thanks for all the pointers on this last year, sadly since then I haven't managed to get any further than this until this week when I think I had a Eureka moment.
Wondering why my Great grandmother may have headed from Scotland to Northumberland in the first place, I wondered if she had come with her family, so I set about looking for Cunninghams in the 1891 and 1901 cenus in the area she ended up living with my great grandfather.
This is where I think I might have struck lucky and wondered what others thought.
As well as my Great Grandmother, Janet Thornton living with her husband Watson Oliver Thornton and her family in Radcliffe, Northumberland in 1911, I also found a William Cunningham living with his wife Jane and family in the same village.
Looking at statistics for Radclifffe, this wasn't a big place, a total population of about 700, in 1911 there are only 5 Cunninghams (all Williams family) and only 11 Thorntons (all Janet's family)
According to the cenus, Willam as born in 1862 so too young to be Janet's father but could be considered to be her brother, also interestingly so William was born in Selkirk and his wife in Falkirk, so much closer to the Woods of Dunmore connection for Janet. Looking at a map of Radlciffe at the time, the streets that William and Janet were living in were perpendicular to each other.
I wonder if I'm just clutching at straws here or if there's a way of proving that Janet and William are related, can anyone give me any pointers on where to go now?