Roy,
I have a Christina McMillen/an who was married to Thomas Davis of Loughborough. Her father was Aeneas McMillen/an of Kingston who married Catherine Hill. They had a son, David but I have no idea when he was born. They were married in 1806 in Kingston. I do believe they moved to Hastings Co because it is where they turn up in a census I believe. I don't know if this is the same family as yours.
Ellen