1841 Loanhead , Lasswade. all born Midlothian, no relationship given.
Relationships were not recorded at all in 1841.
I am assuming that you have drawn a blank in all three sets of church registers on SP. If so, then you may have to face the possibility that the baptism records have not survived.
There are still some registers of dissenting churches, mostly in the National Records of Scotland, that for one reason or another cannot be made available online (usually because it has not been possible to get permission from the churches, who still own them). Note that there is no point thinking about Free Church registers because the Free Church only came into existence in 1843.
Then there are registers of the Episcopal Church, which have never been collected centrally. Some are still in the churches, some in diocesan archives, and some in other archives.
There is an outside chance that the odd register might turn up somewhere, but this isn't something you can rely on.
BTW the household in 1851 consists of Charlotte Denholm, 67, widow; daughter Charlotte Denholm, 23; daughter Margaret Denholm, 20; son-in-law William Duncan, 34; daughter Catherine Duncan, 34; grandchildren Jane Burns Duncan, 5; Margaret Duncan, 3; and William Duncan, 1 months. The three Denholms were all born in Loanhead, William Sr in Drum, Aberdeenshire, Catherine in Dalkeith and the two granddaughters in Corstorphine. Loanhead is in the parish of Lasswade. You can view the transcription for yourself at
https://www.freecen.org.uk/cgi/search.pl, and the original document on Scotland's People.
