I added a couple of sources from FamilySearch to his profile. "Ancestry.com" isn't actually a source. Here is a link to the help page for the RootsSearch app, which I find very helpful for finding sources to cite. https://www.wikitree.com/wiki/Help:RootsSearch
apparently there is a John McGillvray mentioned in this book as arriving in New Hampshire in 1769
COPELY, WILLIAM. "Scotch-Irish Settlers in New Hampshire, 1719-1776." In Historical New Hampshire (New Hampshire Historical Society, Concord), vol. 50:3/4 (Fall/Winter 1995), pp. 213-228.
The book isn't online at that link, but you can find out more about where you can borrow/buy it. Also, it is searchable (doesn't seem to be browsable) at Ancestry.com
That would fit nicely in between the latest sightings in Scotland and the earliest sighting in Merrimack being John's marriage to Margaret Burns in 1770