Thank you Monica, that's a good starting point for me! I had Penpont from the marriage record, but not the Closeburn record. I think you're probably correct - it's likely that Robert may not be the correct name; especially as Agnes's mother's name is missing from her death certificate, perhaps there was no contact with the older generation and memories of names had been forgotten over the years.
Many thanks again to Lodger for help. It's a good few years now since I visited Roberton, and the wording on the sandstone headstone was becoming very weathered then. Here's a copy of the wording which I made out:
"Here lie the bodies of James Nicol and Jane Blyth his spouse as also several of their children.
Colossians 14
also Henrietta Nicol the last of the family spouse of Wm Bone farmer, Roberton, who died May 20th 1862 aged ? (indistinct)
She died in the faith as quoted in the above passage.
George Greenshields Bone, Knowe Farm etc (same as Lodger's to 1947)
Erected as a small token of filial and fraternal affection by William Nicol. DD. London 18?"
From the inscription at the end, I guessed that it had been erected on the death of Henrietta Nicol, however, she would have been older than 65 in 1862 as she and William were married in 1798. William is included in the census of 1851 (aged 72) but I can't see him after that. I've not been able to track the records for William and Henrietta's deaths.
About 50 years ago my father took a copy of the gravestone inscription and the date which he had copied down at the time (after the word London) was 1817.
Some points that may be of mild interest to someone - there are 2 prints of portraits of William Nicol DD, Minister of the Scots Church, Swallow St., London on the National Galleries Scotland website.
Some memories passed down from my grandmother's childhood in Roberton; her teacher at Roberton (very late 1870s/early 1880s) was a Mr Greenshields - maybe the same one on the gravestone! Her father was a shoemaker who made ploughmen's boots - with her very first salary she bought a pair of dainty shoes! She remembered running across the fields, with her mother, Jane Douglas (Bone), to the railway line where the train stopped to let them board.