Re: Alex mclennan married Ann mackenzie 1805
It's possible that Alexander (especially him) and Ann died before 1855, and that makes it hard to find in Scotland as there are no records before that date. I couldn't find them in any of the Scottish headstone sites.
I did look for Ann's death in Scotlands People (easier to look for her death because one can search for her married name and maiden name combined). There was only one, so I was sure I had found her, but when I saw the record she was married to a Kenneth McLennan.
So your couple probably died before 1855 or somewhere else (I searched in Applecross and Shieldaig). Try to get hold of a booklet called Pre-1855 Gravestone Inscriptions in Wester Ross. At sometime I was in touch with someone that had the booklet and he found lots of pre-1855 deaths for me in Gairloch, Applecross and Lochcarron.