Decades later ... and no great contribution. I have a newspaper report of a marriage -
newspaper Edinburgh Evening News issue 19 Mar 1928
MARRIAGE.
FREE - DICKSON. - At the Dundas Rooms, on 17th March, by the Rev. R. W. Leekie, Davidson's Mains, VINCENT F. FREE, son of Mr and Mrs FREDERICK FREE, 19 The Village, Cramond, to ANNIE, oldest daughter of the late ROBERT DICKSON, Milwaukee, U.S.A., and Mrs Dickson, 81, Morrison Street, Edinburgh
So "Dundas Rooms" looks like a venue. I do not think Dundas Castle would be possible (unlike nowadays), nor Dundas House (a bank at this time). So I'm guessing an establishment (like a supper rooms) in Dundas Street, which seems to tally with earlier messages.