Is this the person you refer to?
Sir James Malcolm KCB Born 13 Jan 1767 in Westerkirk, Dumfriesshire, Scotland (Google search)
At Westerkirk in 1861
MALCOLM William E Head W M 43 Landed Prop & Farmer Emp 19lab ENG
One of the servants is
COULTHARD Robert Servnt U F 32 Coachman Dom Serv ENG
Also in Westerkirk in 1861, he is with a Robert Nichol Factor Or Land Steward & others
COULTHARD Thomas Servnt M M 29 Ag Labourer DFS Langholm
No Coulthard's there in 1841 but plenty elsewhere.
It might be worth looking at
https://www.freecen.org.uk there are records for some areas of Dumfriesshire 1841/51/61 census returns.
Colin