This is the 1861 entry I found earlier:
James Calderwood 39, Farmer Of 30 Acres, b. Fenwick
Mary Calderwood 34, b. Beith
James Howie 13, servant
James Wallace 74, father in law, b. Bethwick
James Calderwood 4, nephew, b. Kilmarnock
Address: Bembeough, Fenwick Ayrshire
Not sure about this as I haven't seen an occupation for John Snr. as yet. These are the children showing for John and Lily:
1. JAMES CALDERWOOD Birth: 19 APR 1856 Kilmarnock, Ayr
2. JOHN CALDERWOOD Birth: 23 DEC 1863 Kilmarnock, Ayr
3. ROBERT CALDERWOOD Birth: 03 JUN 1866 Kilmarnock, Ayr
4. MARION CALDERWOOD Birth: 13 JUN 1869 Kilmarnock, Ayr
You would think the family were in Kilmarnock given the birth places above.
Monica