I too am the grandchild of a James McKinlay born around that time in Leith. His full name was James John McKinlay and he married a lady by the name of Elizabeth Morton. As you say he and his brothers (three to my knowledge) all served in the First World War in Scottish regiments.One was killed on the Somme in 1916 I think.I was taken as a youngster by my father to see his name in the registers on display Scottish War Memorial in Edinburgh Castle and his name on the Royal Scots Memorial on Princes Street. My daughter has seen the name on the memorial at Tyne Cote as he has no grave. My father always told me that after the war Charles & James John both served in the Fire Brigade in Edinburgh and in the early 1920's he and his brother Charles both moved to the West Riding of Yorkshire - Charles to Leeds as a Fire Officer and James John to Bradford as same.James John lived initially above the Fire Station on Nelson Street in Bradord before buying a house in the Bierely Lane area of Bradford. I know he won a medal for bravery in the Zetland Mills Disaster in Bradford in 1924. James had four children; Elisabeth, Margaret, Victoria and James John b 16/12/1930 d 6/4/1977(my father).Around 1932/3 James left the family and disappeared and I know of no subsequent contact between him and his family.I can't tell you if he ever divorced. During 1960 my father attempted to trace his father (my grandfather) and discovered he had been living and working in the Manchester area, I believe as a Fire officer for Manchester Hospitals, unfortunately he had died some 6 months earlier. Somewhere my mother has the letter he received from Manchester Hospitals. We only have one photograph of him taken at a medal presantation for the Zetland Mills Disaster. At one time in the mid 1970's I know my father made contact with a son of Charles who was still living in Leeds. After some 40 years away I now live back in Bradford.Please feel free to get in touch.