You mention that Mary's father was Joseph McClory. Is it possible that you've accidentally switched Joseph and Matthew around? The wedding registration gives Mary's father as Matthew.
I know that Matthew was the eldest son of Joseph McClory and Jane Murphy. Matthew married Mary Airley on 1st November 1895 at St. Andrew’s Cathedral, Dumfries. In the 1901 census he is a soldier; his wife and family are living at 3 Turner’s Terrace, Maxwelltown.
If you're interested in more detail of Matthew's brothers and sisters, parents, grandparents etc then let me know. Unfortunately I can't help you with your GR Mother's siblings (or her children) as I'm on a different line from Matthew's grandparents.