Thanks for doing that investigation. A few thoughts ....
1. I have been searching for Allan's mother to be Mar* to cover Mary, Mairead and Margaret. So you have found some I haven't come across yet, but I have a few others. For example:
1851 Census. Donald & Mary and several children (but not Alan) at Urquhart. There are several Urquharts, but the one near the castle isn't far from Eskadale where Neale1961 found an Allan being baptised. Though this couple in 1851 may be a little too young.
There are several others in the 1851 census. In 1841, the only ones I have found were Donald and Margaret at Snizort on Skye and Donald and Mary at Snizort and also on North Uist. But none of them had an Allan with them.
But the trouble with all this, like I said at the start, are the doubts about what form of her name was used, the large number of McDonalds, and the fact that I haven't found any Donald, Mar* and Allan in birth/baptism and the 1841 and 1851 censuses. Now they could have moved around, records may have been lost as you say, Allan may have been staying elsewhere on Census day, and some or all may have emigrated by 1851, but it still means that I have no real confidence I have found the right family.
2. Yes I have looked for them both in death records in Australia, but there are just too many McDonalds to choose from without knowing more about them.
3. Neither can I find them in emigration. There are many Donalds, but generally with different family. One Donald and Mary have a son Allan but he is a decade at least too young. Of course Mary/Margaret may have died and he travelled alone, but that makes him impossible to identify for sure.
I will keep looking, but I may have to settle for knowing that my grandmother (whose parents I had little idea about 2 weeks ago) is 3/4 Irish and 1/4 Scottish from Inverness-shire, which is a big step forwards.
Thanks again.