I just saw your post so hope you are stillneeding this info.
I found two entries at Ellis Island for your John.
John Kilgour April 9, 1923 he came on Ship: Tyrrhenia age 23 - single He was going to his sister Mrs. Wallace 24 Riverine Shawsheen, Andover Mass It says his father lives at Auchtylair, Nintlaw, Aberdeen ( a misspelling of Mintlaw)
John William Kilgour Aug. 1, 1924 came on ship Aquitania age 24 years 11 months, married It says his wife Mrs. J.W. Kilgour is at Shannas, Mintlan, Aberdeen (agan a misspelling of Mintlaw) It also says he was in U.S. before for 1-1/2 years at Shansheen, Andover, Mass
So it looks like his wife did not come over same time as he did. I tried to find her in later Ellis Island records but could not. They only go to 1924 so if she came after that she will not be there but could possibly be found in other ship passenger lists.
I did find a birth record for your John though. This is from Slains, Aberdeen records John William Kilgourborn Sept. 15, 1899 at Home Farm, Pillurg, Slains, Aberdeen Father: Alexander Kilgour Mother: Elsie Johnson Alexander and Elsie were married Nov. 18, 1887 Old Deer
I found marriage for John and Helen
District of Old Deer Aberdeen June 4, 1924 at Parish Church of Deer after banns according to the terms of the Established Church of Scotland John William Kilgour, farmer,bachelor age 24 of Shawsheen Village Andover Mass, presently residing North Auchtylair, Old Deer Father: Alexander Kilgour farmer Mother: Elsie Johnson
and Helen Penny spinster age 26 of Shannas, Old Deer Father: George Walt Penny farmer Mother: Eliza Walker
Witnesses: David Kilgour of Auchtylair, Old Deer and Mary Penny of Shannas, Old Deer
So it definitely looks like he went back to Scotland to marry Helen.
I have not yet found them in 1930 census in U.S. Can you tell me the names of any of their children which might help to find them.