The mention of the Baptist faith in Scotland surprised me. I had never heard of its presence before in Scotland. Interesting! The Baptist faith became hugely prevalent in the southern United States of America in the 1800s. Although I've read of Gaelic preaching being done as late as 1860 in North Carolina in the Presbyterian (Scottish) congregations, the Baptist faith had become the predominant faith in the South (as far as numbers). However, America had a huge "religious revivalist" movement in the first half of the 1800s, and various religions popped up everywhere--and in many varieties and forms. Each family member may have belonged to a different congregation! And they changed and converted maybe several times in their lives. I don't believe you could use family connections to any particular religion as an indicator, at least in the SOUTHERN United States.
I can offer a brief synopsis from a history I recently read regarding the early beginning of Protestantism. (Dorothy B. Sutherland, Enchantment of the World: Scotland. Chicago: 1985)
Mary, Queen of Scots, was raised and educated in France from the age of 6, in agreement with her betrothal to the Dauphin. Meanwhile, "the leaders of the Catholic church had long been rich and corrupt," which paved the way for religious reform. John Knox was a fiery preacher who first was mentioned in 1544. He became an enemy of Mary. In 1557 a group of Scottish nobles drafted the First Covenant, which renounced the Catholic church.
Mary married the Dauphin in 1558 and he became King in 1559. Back in Scotland, John Knox was triumphant in his attempt to wipe out all traces of Roman Catholic ceremonies--celebration of Christmas and Easter were abolished, and Holy Communion was rarely observed.
Mary was widowed shortly hereafter at age 18 and returned to Scotland--a Catholic, of course! She then created scandal after scandal with husband, lover, mysterious deaths, etc. At age 24, in 1567, Mary was captured by Protestant nobles. She was forced to abdicate the thrown to her one-year-old son, James. She fled to cousin Elizabeth who, of course, imprisoned and eventually beheaded Mary in 1587.
James (who assumed the throne in 1583) was a Protestant, but he did not oppress the Catholics. However, he had difficulties with the ruling officials of the Scottish Church--called the Presbytery--who tried to have a part in the government of Scotland. King James version of bible is named after this James, who authorized its translation. After James died and was succeeded by his son Charles in 1625, Charles tried to impose the Episcopalianism, the English form of Protestantism. Enter Cromwell, the Scots Covenanters, the Cavaliers, and the Roundheads... etc.etc.etc.
Much religious warring!
Just adding my two cents worth,