I really, really need their marriage cert as I assume it will contain info on their parents
If they married in 1849, there is not and never was a marriage certificate, because there was no such thing in Scotland before the introduction of statutory registration in 1855.
The reason for a missing record of marriage (or, strictly speaking, proclamation of banns) could be any one of many, including poor record-keeping.
In Mortlach in 1849 it could also be because the couple were not members of the Church of Scotland. There were Roman Catholic, Episcopalian and Free Church congregations in that area at that time, and the marriage may not have made it into the Church of Scotland records.
The Moray Local Heritage Centre has tracked down, filmed and indexed most of the non-C of S registers for Moray, and I see from LIBINDX
http://libindx.moray.gov.uk/mainmenu.asp that there isn't a date for the marriage of James Russell and Janet/Jessie Dey, so the likelihood is that the record of the marriage has not survived.
If you do find a marriage record, it is very unlikely to tell you much about the parents in any case. Most registers of banns record only the names of the couple being married. Some add the name of the bride's father, but it's only when it comes to marriages of the gentry that you get the groom's father's name. The names of the couple's mothers are very rarely mentioned at all.
