For a start, I'd be inclined to put aside Hertfordshire as Alexander's birthplace, especially since one of the trees claiming this has added an image of a much later census as proof.
It might be worth trying to locate records of the Sir George Seymour arrival. Around 1845 there were a number of prisoners (more political than criminal) who had already served time in gaol 'at home' and on arrival here were granted either ticket-of-leave or free settler status. He'd be around the same age as Margaret, so a marriage would be possible.
Another possibility is that he may have been a Bounty Immigrant. NSW State Records have now digitised the Bounty passenger lists - but it's a slow process of going through them ship by ship (unless ancestry comes up with the name of a ship, which it hasn't for me).
I had a friend, now sadly deceased, whose mother was a Mackay. It took us ages to track down the family's arrival as Bounty Immigrants, the ship sailing from Greenock. In the course of our search, we discovered that many, if not most, of the ships carrying Scottish emmigrants sailed from Greenock.
Another cautionary hint - researching my own family I came to realise that at the death of a parent, children did not always know, or remember, exactly where the parent was born and it looks as though they just picked an appropriate city. A birthplace shown as Dublin turned out to be Co. Wicklow; Paris as Chambourg; Edinburgh as Carlisle, England (although the population more than likely regarded themselves as 'Scotch').
Have you checked the 1841 Census, Scotland & England, for an Alexander who is in a family with familar forenames? Scottish naming patterns, while not writ in stone, are - 1st son after father's father, 2nd after mother's father; 1st daughter after mother's mother, 2nd after father's mother; then on to the names of the grandparents.
Another avenue might be to contact Clan Mackay - it was one of the biggest clans in Scotland and now has societies everywhere. Including Germany! Perhaps start with
http://www.clanmackaywa.org.au/index.htmCheers
Barbara