I have checked the Scanned IMAGE of the Ship's Manifest.
It is typed with no markings etc to obscure or interfere with your sister's "name".
It has clearly been typed as Kessie, rather than Jessie.
Unfortunately, it is a "totally-correct transcription" from the original document to the Search Index, so FMP correctly would not accept such a change, as its remit is to show what is on the original record - no matter how much proof offered as to it being wrong.
I know this from experience, having had many changes carried out and only a few rejected.
I have tried searching for possible children from your grandmother's second marriage, over the period 1918 to 1940.
In Calderhead Lanarkshire, there are no McCutcheon Birhs in that 23 year period (yes, 23 years).
There are 322 total in Lanarkshire generally, so you would have to look through the 13 pages (13 Credits) to see if any are your extended family.
I also looked at Renfrewshire.
There are 49 total in that county, so only two pages (2 Credits) to check in more detail.
I have not found your father's departure to Australia at present.