do you know when in 1841 they emigrated? the 1841 census took place on 6th June so if they left after that you may well be able to find them in the census.
There is a matching marriage record in the OPR records on scotlands people for James Finlayson marrying an Ann Taylor on 20th December 1838 in Kilmadock, Perth.
20/12/1838 FINLAYSON JAMES ANN TAYLOR/ M KILMADOCK /PERTH 362/00 0050 0320
Kilmadock wasnt far from Dunblane, description of the parish below:
[Description(s) from The National Gazetteer (1868)]
"KILMADOCK, a parish in the county Perth, Scotland, containing the post towns of Doune and Deanstown, 26 miles S.W. of Perth, and 44 from Edinburgh. The parish is about 8 miles square, and is bounded by county Stirling, and the parishes of Port of Monteith, Callander, Strowan, Dunblane, Kincardine, and Lecropt. The Forth traces part of the S. boundary, and the Teith crosses the north-eastern extremity of the parish, which is intersected by several small streams, tributaries to these rivers. There are several small lochs, as Ludnich and Maghaig. The soil is very variable, and the surface is hilly. From Naigh More Hill is a fine view. This parish is in the presbytery of Dunblane, and synod of Perth and Stirling. The minister has a stipend of £288. The church, which is at Doune, was built in 1822. In that town are also the Free church, Independent and Methodist chapels, and several schools. There is a Presbyterian church in the parish. The ancient church occupies the site of a Culdee monastery of St. Murdoc, which had six dependent chapels. Doune Castle is the seat of the Earl of Moray, who is the chief landowner. Other residences are Gartincaber and Cambusmore."
However, I cant find any birth records on the OPR for either James or Colin in Perthshire, so they probably didnt register them which isnt that unusual before it became mandatory in 1855.
In terms of James Finlayson snr, its possible his birth has been registered as there are several matches that could be him in the OPR on scotlands people although none in 1820 as you say he was born. Do you have his death certificate? If that lists his parents names you might be able to figure out if any of these births are him. If not looks like his birth wasnt registered:
28/07/1805 FINLAYSON JAMES JOHN FINLAYSON/MARGARET WILSON M LOGIE (PERTH) /PERTH 374/00 0030 0140
18/05/1806 FINLAYSON JAMES JOHN FINLAYSON/ M DUNBLANE /PERTH 348/00 0030 0183
26/04/1808 FINLAYSON JAMES WILLIAM FINLAYSON/EUPHY SPITTAL M CULROSS (PERTH) /PERTH 343/00 0030 0054
01/08/1813 FINLAYSON JAMES JOHN FINLAYSON/JANET HODGE M LOGIE (PERTH) /PERTH 374/00 0030 0210
22/02/1814 FINLAYSON JAMES JOHN FINLAYSON/ M DUNBLANE /PERTH 348/00 0030 0306
13/08/1815 FINLAYSON JAMES THOMAS FINLAYSON/JANET MITCHELL M PERTH /PERTH 387/00 0160 0400
03/05/1816 FINLAYSON JAMES JOHN FINLAYSON/ELIZ. DONALDSON FR454 AND 475 M FOWLIS WESTER /PERTH 357/00 0020 0138
04/08/1816 FINLAYSON JAMES CHRISTOPHER FINLAYSON/ELIZABET LENNOX M LOGIE (PERTH) /PERTH 374/00 0030 0242
19/07/1818 FINLAYSON JAMES JAMES FINLAYSON/AGNES MILLER M PERTH /PERTH 387/00 0170 0264
And the same for Ann Taylor, if you go onto scotlands people and search the OPR for births there are 20 Ann Taylors of roughly the correct time that could be yours although only a couple around 1819 as you think she was born, if you know her parents names you may be able to find her.
Because of the time they left, just before the censuses got started, finding out more detail on their lives will probably take a bit more work but if you can figure out which of the above is your man then at least you might be able to close in on what area in Perth the family came from etc.
Hope that helps.
Good luck
Aileen
