This morning I have heard from scotlandspeople who say that the surname is very indistinct......they think it might be Smith......but I have also followed up Tom's suggestion and have looked at the marriage record of Nellie Davidson to John Beattie Coutts of 9th Dec.1913 and this shows Nellie's parents as John Davidson and Mary Ann Stott which confirms Nellie as Helen, and the correct person, whom I have been researching
Helen/Nellie's paternal grandmother is Elizabeth Ann Gordon Lyon (1846-1867) who is on my tree.
I should have known to look for her as Nellie and not Helen!
A problem quickly solved so thanks to all who have helped.
Puffin