Just in case you have not seen this. I had a look at the Paternity Index on Scottish Indexes to see if there was an entry which might relate to Margaret Davidson Gillespie. I could not see one but there may be an entry which relates to her brother.
Pursuer Margaret Gillespie 52, Jane Street, Leith
Defender William Brunton, Skinner, 1, Anderson Place, Bonnington Road, Leith
Child born 1890 Year 1891 Court Edinburgh
( I note that the Gillespie family are living at 52 Jane Street in the 1891 census).
For info.
1891c William age 26, leather dresser is living with his parents and siblings
address 1, Anderson Street, St Cuthbert, Edinburgh, South Leith, Midlothian, Scotland
1901c William is married living 3, Ferrier Street, Edinburgh, Leith, South Leith they have 5 children, first child born 1893
Is it possible that baby Margaret was informally adopted and is on the census with a different name?
Posting whilst red writing