Following your theory on naming pattern, first born daughter called Nicholas (after paternal grandmother/Nicholas herself?), there is then a Jessie followed by an Isabella.
You mentioned a Peggy born to a David Bell. Was the mother's name listed?
There is a Janet Bell born 1786 in Anworth to a David Bell and
wife Janet Haining
www.familysearch.org/ark:/61903/1:1:XYM6-1RK As you likely know, Janet and Jessie are common variants. Possible death for her:
Janet BELL
Mother's maiden name HAINING
1862
855/ 8
Anwoth
These are all just things to consider. Not seeing anything concrete so far.
Monica
Added: research is never straightforward

A couple of mentions for the death of a Janet Bell/Haining
http://www.gatehouse-folk.org.uk/detailpage.asp?d=117&ID=3 23 March 1862
Janet Haining or Bell death 1862 March 23rd - Fleet Street, Anwoth - 75 years, single, pauper - father unknown - mother Janet Haining, domestic servant. Witness William Stark, Inspector of the Poor.
23 March 1862
Janet Haining or Bell, Fleet Street, Gatehouse, descendant of Bells of Whiteside, Parish of Anwoth, one of whom fell under the ruthless hand of Claverhouse. Died 23rd ult., aged 75. {D & G S 24th April 1862}