I wouldn't pin too many hopes on the finding of a marriage entry for John McNab and Ann. This is all before the start of official registration in Scotland (1855). If you were to have found an entry for the marriage, it would be from the Old Parish Registers which, in the main, include no more than a one line entry, very much what you find on the index on IGI. Very seldom, you might find a reference to a father's name for the bride but most of the time this info was not added to the parish entries. I also can't see any reference to the marriage or the childrens' births or christenings. It may be that events were not registered/ the family belonged to a different denomination to that of the established Church of Scotland/ registers have been lost or destroyed over the years.
Monica