My great grand father Thomas E Mclellan lived in colchester, essex,UK he married there but not shore which church?

i know he also died here as i have his death cert but every were i look i cant find him on any records, his death cert said he was born in Edinburgh, Scotland.
His date of birth was 17/3/1901 though i have these details my local registry office can not help me with his marriage cert info unless i know what church he was married in and there isn't a trace of his birth any were around the world can some one please please please help me by telling me why cant find any details any were before his marriage im now at my wits end i cant get past him and im sick of spending money on line trying to find him some were and not finding him, i dont even know if the death cert is right when it said he was born in Edinburgh