I've found a report of the will in the Times. £1.9m was the value of his personal estate - the "vast real estates in Yorkshire, Nottinghamshire, Northumberland, Surrey and Hampshire" had yet to be factored in.
Charles Wallace Montagu is mentioned amongst the bequests, as is the widow of James, [this is his sister in law] but no mention is made of their his relationship to the deceased. They are also listed amongst the "minor" bequestees - mostly sisters and nieces. The main legatees who get the real estate are identified as his nephews by his brother. I suspect James Andrew and Charles were not legitimate in some way