Boy, excellent research. I don't know how you came up with all that info but it sure looks like most or all of it is on target.
I think the James Thompson age 3 in the 1901 census might be the son of John Jr. The elder Thompson's are just too old to have had a child that young. In the 1911 census it appears to show John Jr. as a widow (the writing is faint so hard to read).
It will take me a few reads and some more research to absorb all you have provided, but whatever I find I will post here for the record and for more consideration.
Also, we have always thought that the female McMillan b. 8 Sep 1888 is Catherine A.
Thanks so much for your help. Hopefully,all your fine research will help lead to what happened to Elizabeth/Isabella Thompson.