Definitely not straightforward Jean! Thanks for an excellent question. I notice that the NSW Birth death and marriage indexes have his marriage under 3 names: McCurry, MacCurry and Curry. The McCurry and MacCurry entries just use his name as John. He is John W Curry under the Curry entry, which makes me wonder if the transcriber wasn't sure if the squiggle before Curry was a letter or Mc.
As far as I can see, all his children's births were registered under 'Corry'.
From the newpaper report of his inquest, the Nicholas Curry who died in 1879, mentioned by David above as a possible father, was from Cornwall. I'm not sure if he is related or not.
All in all, very confusing. Ideally it would be great to see the actual marriage and death certificates, which may (or may not) shed some more light on things. At this stage, I'm not sure that he is necessarily from Scotland at all. Has anyone seen any sources to confirm that?