Hello Frances
I am also a direct descendant of Sir William Augustus Cunyngham, 4th Bart of Milncraig. I have done a fairly extensive search with ScotlandsPeople to try to find where James Robertson Thurlow Cunynghame died but there is absolutely nothing there, or in all of the Cunynghame sites I am aware of. You would therefore have to presume he died in Australia. If you need any further help with the Cunynghame family please let me know. I am located in Brisbane. My email address is
terryallen@optusnet.com.auTerry Allen