Possible link-up of the elusive Horn(e)s

Try as I might, I haven't been able to find much information on my 3x great-grandparents, David and Isabella Horn(e).  David was born in 1793 in Roxburghshire, Scotland.  Isabella was born in approximately 1801 (according to the 1841 census, which of course rounds off the ages), but somewhere other than in Midlothian.  Both appeared on the 1841 census with their children (and David's father, James) in Edinburgh.  But by 1851, they had disappeared.  David and Isabella's three sons were living in Berwick-upon-Tweed under the care of the eldest (James Wilson Horne, age 24); their daughter Isabella, age 18, was working as a house servant in Edinburgh; and their daughter Agnes, age 16, was living with her uncle in Edinburgh (also James Wilson Horne... and there are more besides those two in this family!).  Despite spending money on Scotland's People and scouring the records available on Ancestry.com and on FamilySearch.org, I have not been able to find any records of David's and Isabella's deaths.  I'm assuming they died; the only other possibility is that they abandoned all their children and left the country in the 1840s (which seems unlikely).  Since their deaths would've been before 1855, I probably wouldn't get much from the death records anyway... but at least I would know what happened to them.

David's wife, Isabella, has been a bit of a mystery.  First of all, her maiden name appears to have been Horn(e) as well (this is according to the death registration of David's brother, James Wilson Horne -- the uncle mentioned above).  The family appeared to use the Scottish naming pattern, so I'd assumed that Isabella's parents would be Robert and Isabella.  I couldn't find any families that matched... though I did find an Isabella Horn, born 1802 in Orwell, Kinross-shire to Robert Horn and Catharine Hunter.  I might have dismissed this possibility until I noticed that this Isabella had a brother named Henry.  This is a name that didn't appear on David's side of the family.  So, if this is indeed Isabella's family, it would account for the boys' names that didn't really seem to show up in David's family.

What's even more interesting, however, is that I poked around a bit more and found that the only Robert Horn I could find in the right time and place was one born 1762 in Cleish, Kinross-shire, making him the son of David Horn and Isabel Westwood, and the brother of James Horn... who is also (I believe) David's father.  All of which means (if I've corrected all the dots correctly) that David and Isabella Horn(e) were first cousins as well as husband and wife.

Whew!  This would be interesting if it proved to be true.  Mathematically speaking, it's impossible to have all unique ancestors; some of the branches have to join back together further up the tree.  It's surprising to me that this is the first instance of a first-cousin marriage in my direct ancestry that I've found.