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Why do you think the other two children were born in Grange? Do you know the names of the missing children?
I am wondering if 2 other children were born in Grange or perhaps she was with child on the trip over because "James Reid, age 28, married, number of children 4, Trade Labourer, Mt Thom, poor but industrious - source  Immigration to and Emigration from Nova Scotia, “A List of Emigrants from Gt. Britain in 1815 now settled or residing with the District of Pictou.” Published copy at PANA MG-100, Vol. 207, No 24a.
I do not know the names of the missing children and I do not have proof of the names of any other children born in Nova Scotia. The Pictou Advocate newspaper of 3 Dec 1920 -had a series of Farms and Farmers of Pictou County that said "...James Reid...had a family of James, who settled on this property, John, went to States where he died, Isabella married and died in Ohio, Mary Ann married to John Brown Stillman, Margaret married Hugh Cameron, Mr. Thom. James married Margaret Cameron". It doesn't mention George. I have not found birth, marriage or death records for James or John that state their parent's names. Is Mary Ann the Ann that was born in Grange? Is Isabella the Isobel born in Grange? I do not know.

The 1871 census says that Margaret was 48, and born in Nova Scotia. If her age is accurate she was born after 1816, so she is not one of the 4 children mentioned in 1816.

Also, have you found son George in a census? Where does it say he was born? What age was he?

George is my 3rd great grandfather, I do not have certificates of birth or death but his gravestone reads "George Reid died Dec 11, 1857 age 37 years - , Caledonia Cemetery "K5". Margaret Reid [Cameron], his sister, is also in section "K5". So that would make George Reid's birth 1920 in Nova Scotia. I have a Letter of Administration that James Reid signed in Dec 15, 1857 as father of George Reid "That the said deceased left four children all of whom are minors with eldest not exceeding Eleven years of age and that the said deceased left no widow.[Catherine Hattie died in 1854]
I have the marriage bond between George Reid and Catherine Hattie but no ages given.
The 1851 census of Mount Thom shows a George Reid, 2M, 1F (under 10) 1M, 1F (30-40) Births Preceding Year: 1 and that fits with the ages of George's children.
I also have a “Release of Dower” document where Isabella Reid releases to her son George Reid. Release of Dower, Isabella Reid to George Reid, 7 March 1844, Book 28, Page 215-217, Justice Building, Registry of Deeds, Pictou, NS

I am confident that my George Reid’s parents were James and Isabella/Isobel Reid due to legal documents and that Margaret Reid was George’s sister due to her parent’s names given on her death record. Do you think that is sufficient information?

Upon reading this over though, I need to re-do my research on the children of James Reid given in the Pictou Advocate as a number of years have passed since I last looked.

Thanks for the questions.

Thanks Trish, I am trying to do as much prep work as I can before I actually get to Scotland.