This is tricky. The oldest known spelling of the name is Dalziel, but the spelling actually does not matter. When the name originated very few people could actually write. This is where the numerous spellings come from. Dalzell or Dalyell is actually closer to the original pronunciation when viewed from a current Scottish list. In your case there is a problem. There are actually two distinct families of Dalzell/Dalyell/Dalziel. The people from the island of Yell, in the Shetlands attached either the Norman prefix "De" or the Scandinavian prefix "Da" to their name creating DeYells or DeZells. This better fits your ancestor's spelling considering they were in Ayr. Many later changed their spelling to Dalziel or Dalzell causing much confusion. We are all considered one clan, but if you or your Scottish relatives happen to be tall, tan and blonde, you might be from Shetland.