Hello
The official govt website is
www.scotlandspeople.gov.uk - free to register - but ppv. Minimum £6.00 (six pounds) spend. Allows for up to 5 downloads and save of BMDs.
Scottish certs from 1855 onwards are extremely imformative. e.g a birth entry will give both parents names (if married), occupations where married and date - also include mothers maiden name.
Using the free seach facility on the above site, in all of Scotland 1914 - 1920, there are the following Margaret Jane Gray births,
1914 = 1, 1915 = 0, 1916 = 1, 1917 = 1, 1918 = 0, 1919 = 1,1920 = 0.
Unfortunately the only way to find out would be to download the entry.
Regards, Steve