Jessie Maclagan's parents were Thomas (Tom) Maclagan (1830-1902) and Ann Kyles (1830-1906).
Tom Maclagan (The Great Maclagan as he was known) was a famous music hall star and performed around the country and Ireland, I have full census records for him from 1841 until 1901 he died in 1902. From the census records he was hardly at home.
By 1891 it seems he had split from his wife as in the 1891 census he is living in St Pancras London with his 'wife' Ann aged 38 from St Hellier, Jersey - his real wife Ann Kyles is from Edinburgh and born around 1830. In the 1891 census his wife Ann is at home with their daughter 'Nellie" Helena Kirk Maclagan who was also admitted to various asylums and died in 1915 in the Hawks head asylum.
In 1901 Tom Maclagan is back in Edinburgh, living on his own, his wife Ann is living in the society area of Edinburgh with her daughter Helena's illegitimate child Ernest aged 8.
Ann died in St Cuthbert's Poorhouse 1906.
If William did indeed have the middle name Alex this could come from his great grandfather Alexander Maclagan who was a poet.
https://electricscotland.com/history/other/maclagan_alexander.htmIn regards to the Ross grandparents this is something I need to look into.
In regards to the immigration records, there are two I have seen attached to a tree on ancestry.
One is Canda, Ocean Arrivals (Form 30A)
Name William A Ross
Gender Male
Estimated Birth Year abt 1891
Birth Place Edinburgh, Scotland
Age 30
Date of Arrival 23 Feb 1921
Port of Arrival Saint John, New Brunswick
https://www.ancestry.co.uk/search/collections/1588/records/459679?tid=194244452&pid=142582952128&hid=1006682172371&usePUBJs=trueand:
Name William Alex Ross
Gender Male
Nationality Scottish
Marital Status Married
Arrival Age 36
Birth Date abt 1891
Birth Place Edinburgh, Scotland
Departure Place Liverpool, England
Last Residence Place Vineland, Canada
Final Destination Place Vineland, Canada
Residence Place Canada
Arrival Date 7 Feb 1927
Arrival Place New York City, Rockdale, USA
Length of Time in US In in Transit
Intend to be Citizen No
Complexion Fair
Eye Color Blue
Hair Color Brown
Height 5 Feet 11 Inches
Money 200
Ship Cedric
Friend Ross
Person in Old Country Name Alex. Ross
Person in Old Country Residence Place Edinburgh
Person in US Name Mrs. Ross
https://www.ancestry.co.uk/search/collections/8745/records/3343994?tid=194244452&pid=142582952128&hid=1006351584676&usePUBJs=true