Hi. I ran into the same brick wall as you when looking for my Uncle John Reynolds, all I was ever told by my Mother was "He died during the War" I spent a fortune on SP and many months reading pages of dead Soldiers on their web site to no avail, it was as if he never existed. I won't bore you with how I distilled it down to The Merchant Navy, but the first thing I learned is you will not find any entries regarding The Merchant Navy Service on Scotland's People, for these records you have to write direct to General Register Office, New Register House Edinburgh, Marine Register of Deaths.
If I remember in 2006 the fee was £11.
You will receive (if he died at Sea.) his Death Certificate which has - Name of Ship - His Number - Date of Death - place of Death (56Deg 10min North, 14Deg 08Min West) His name age and sex - His Rank or Job - his Nationality and place of birth registration - Last place of abode - Cause of Death.
Quite apart from that, every Ship has a Log Book which is preserved, it shows everything there is to know about the Ship such as the Masters name, where the Voyage commenced and its destination. In that log book will be a full description of your relatives death, the Office will tell you exactly how many pages relate to your relative and send you a copy of every page right down to a list of his personal effects, which in my case were in one box. I received 10 pages, a lot of it original hand written by the Captain & First Officer plus witnesses.
A contributor suggested he might have jumped ship, I can tell you every jumper is listed in the Ships Log and which Port it happened.
I hope this is of some help to you
James.