Thank you, MonicaL, for giving me the opportunity. Here's what we have, step-by-step:
The first indication of Ellen’s parents came from a woman (on another site) who is doing a Lockhart one-name study. She said Ellen's parents were William Lockhart & Margaret Ferguson, married 7 Sep 1811 at Paisley. The marriage record said William was a soldier.
With those names, I did searches on FamilySearch, and found further puzzle pieces:
1. William Lockhart, born about 1789, was in the 1831 census in Canada, occupation rope-maker, at the village of St. Philippe, near Montreal, with a wife and 6 unnamed daughters.
2. William Lockhart died about 1834, just as his wife gave birth to a son, Robert Lockhart. We know this because William's widow, Margaret, promptly remarried to John Cloyde, a widower, who was then shown in the 1840 census at Troy, New York. (This census doesn't name other family members but the 1850 census at Troy showed John Cloyde, wife Margaret and two of her children: Mary, born 1819 in Scotland, and Robert, born 1834 in Canada.)
3. Ellen Lockhart married James Clezie in 1840 at Troy, New York - the same place where her mother lived with second husband John Cloyde!
4. The 1840 census at Troy showed John Lockhart, born 1812 at Paisley, a son of William Lockhart & Margaret Henderson. John became a soldier like his father, 1838-39 in Canada, then he lived for some time at Lansingburgh, a suburb of Troy, occupation rope-maker, again like his father. John later moved to Chicago, as too did his mother, Margaret Henderson / Lockhart / Cloyde, after the death of her second husband. John Lockhart and Margaret Cloyde were shown in 1860, 1870, 1880 censuses at Chicago.
5. After Ellen Lockhart married James Clezie in 1840, this couple moved to Toronto, where their first daughter was born in 1845, named Margaret Clezie, following the traditional Scottish naming pattern: “first daughter after mother’s mother....”
6. Ellen Lockhart and husband James Clezie also had a son, William, born 1852 at Cleveland, Ohio, so passing along the name of Ellen’s father, William Lockhart.
7. Robert Lockhart, the youngest child of William Lockhart & Margaret Henderson, was in the 1850 census at Troy, living with his mother and step-father John Cloyde; then Robert was found in the 1860 census at Memphis, Tennessee, and the 1900 census at New Orleans, Louisiana. These censuses confirm that Robert was born Nov 1834 in Canada, both his parents born in Scotland.
Taken together, all of this circumstantial evidence satisfies me that William Lockhart & Margaret Henderson were Ellen’s parents. But I would be so much happier to find actual proof of Ellen's birth or baptism at Paisley!