I just did a quick search on www.scotlandspeople.gov.uk
for either Kirk or Fingland marriages in Penpont or Morton around that time and came up with zilch.
A further search on the net took me to http://freepages.genealogy.rootsweb.ancestry.com/~alanmillik...
where it says Penpont marriage records only started from 1845. :-(
However, it may be worth checking out the records of adjoining parishes as they may have gone to one of them instead. EDIT: I've just checked Keir parish for 'Kirk' marriages and it says there are 2 between 1790 and 1806 (none between 1807-1815 though), and none in your time period for the surname Fingland.
Morton records, per this page http://freepages.genealogy.rootsweb.ancestry.com/~alanmillik...
seem to have been much more comprehensive, with birth and marriages recorded from 1691 (I know I've found a few early Durisdeer Parish people who have had their marriages recorded in Morton because Durisdeer records were very patchy at that time). It does say that there are gaps in the marriage records at Morton though, so you may just be unlucky depending on dates.
I recall also that some Durisdeer people in ye olden tymes even went to Dumfries to have births and marriages recorded if, for political or religious reasons their own Parish was unable to perform the ceremony. Also, a lot of marriages took place in the home of the bride, with a Minister coming to the house to do the deed.
Hope this helps,