Hi Karen
One last bite at the apple from me for now...and I think I may have found Robert Waldie, the potential brother to the James Waldie found by Joe in the 1841 Census. Given the marriage date for your James in NZ (1876), he was probably born pre- 1855. It may be that the James and David I posted earlier in later censuses were actually cousins to your James (it gets confusing as always with similar family names!)
I have found this entry in the 1851 census and can find no further trace of this family post this census, which is a good sign if they were to have left the UK for NZ sometime between 1851-61:
Robert Waldie 35, Commission Agent, b. Berwickshire
Catherine Waldie 31, , b. South Leith
Jessie Waldie 11, b. Lanarkshire
Janet Waldie 7, b. North Leith
Mary Duncan Waldie 3, b. South Leith
James Waldie 1, b. South Leith
R G W Goldie 20, lodger
Duncan Robertson 20, lodger
Henry Shanks 21, lodger
Address: 38 Quality St, Leith South
This looks like the above couple's marriage, actual extract from the OPRs:
ROBERT WALDIE Marriages: CATHARINE OGILVY BAIN
Marriage: 03 JUN 1842 North Leith, Midlothian, Scotland
Karen, one to file away until you get further info. The good thing is that there are not that many James Waldies born in the period you are looking at - don't worry, with a little more info, we'll find him
Regards.
Monica